I wear the hearing protection when mowing too much noise otherwise. I have a small pocket mp3 player but hate the cord from the pocket to the headphones. More than once I've caught it on stuff and yanked the player out of the pocket or pulled the cord out of the headphones. It's especially dangerous around moving parts, PTO, etc. Running it under the shirt is irritating when it's hot out also.

The electronics are out there, the little FM transmitters used in vehicles have small components. I would not even care if there was no AM/FM just want hearing protection and ability to either upload mp3's directly to headphones or use small usb or some sort of micro SD memory card like from a cell phone.

Edit: May have found some but not sure they are really designed for hearing protection in noisy environments

http://www.amazon.com/Wireless-Headphones-memory-Card-Radio/dp/B00KX9U8Q4

http://www.amazon.com/Sony-NWZ-WH303-Headphones-Surround-Speakers/dp/B00HNY8TBS