I also don’t want to take my expensive and distracting iPhone to the gym. To this day I use an iPod Shuffle. I have one playlist that I change over time in iTunes, sync up, and play on shuffle. And a new-in-box Shuffle pod in a drawer for when this one dies.
I've switched to using an Apple Watch to have wireless headphones but it's not great; syncing to the Watch's storage (I don't want my phone on me at the gym) is slow and the Podcast app can be wonky. Just today it stopped playing an episode in the middle for no apparent reason and I couldn't get it to start again. Some of this may be because it's a Series 1 Watch but newer models seem too expensive for possibly not that much better an experience.