Listening to headphones while bicycling isn't safe, and playing it from a speaker where everyone around you will hear it feels rude.

Trekz Titanium. Or any other brand of bone conduction headphone. They sound quite good for the price and the fact that I can hear everything else around me at full volume.

I've heard some good things about neck speakers with shaped sound having a minimal ambient impact, but that does get a bit pricier.

Wear one earbud.