I'm a runner not a cyclist, but I use AfterShokz headphones. The sound quality is suprisingly good, more than adequate for listening to music and podcasts when out :)

For personal safety though, they win hands down. I can hear cars and people easily and I'm much more aware of surroundings. Downside is though that if you are running down a busy road, the sound of cars can override the sound of your audio but for me, that's an acceptable trade off.