Decent sweat-resistant headphones with mic (ie, iPhone compatible)
I use the default Blackberry wired headset which I get on Amazon.  

I wear them only when I ride my bike to talk on the phone (call family on the 2 hour bike ride to work, its a good time to chat on the way home) or listen to podcasts.

While they may not be sweat resistant, they are cheap.  I buy them on Amazon for $2.85 a pair and the noise cancelling seems to be pretty good, considering I often talk while riding a bike in traffic and wind.

I have had one mike die due to sweat, but otherwise, they seem to last reasonably well.  And I sweat copiously, alas.

I love the single click to mute, hold to drop the call, and hold to activate voice dialing on my Blackberry.   Now to figure out how to get the BB voice dialer to call via Google Voice so I can call my parents in Canada without long distance charges from the US.