With headphones plugged in, set incoming call ringtone to play through speaker
I had a similar issue at work. What i ended up doing was turning the "Vibrate" setting on in Settings/Sounds. My phone was bugging everyone else in the office before (which is why i started using headphones) but with that setting, the phone vibrates on receiving a call as well as ringing in the headphones. I didn't have to disturb anyone, and i still got calls when i forgot about my headphones!

Don't know if this would be practical for you, but it worked nicely for me, so i thought i'd share!