Back in the day I made good use of those oversized jacket pockets to pop my CD player in - then you just run the cable up under your shirt and you're good to go.

It's surprising how little of a hassle headphone cables can be - I understand that the market is going elsewhere but I've stuck with wired and couldn't be more content. This does have the side effect that I've been soft locked out of Apple phones though, so I switched over to Android devices.