Except when I'm on a plane or train, I don't like using earbuds or headphones. I need to hear when something or someone is approaching me (a tree about to fall on top of me, for instance). So, I usually listen to my iPod nano through my car speaker or my home speaker system. For times when I'm moving around a lot, I attach a tiny speaker to my nano, a cheap little thing I picked up for a few bucks, and carry it around. As you would expect, the sound quality is terrible, but good enough for listening to audio books.

The DOC portable speaker system for mini MP3 players is bigger than the tiny portable speaker I've been using, but the larger size is worth it to me if I can get semi-decent sound for music. It's compatible with 2nd generation iPod nanos, runs on three AA batteries, and comes with a carrying case. Available in metallic pink, metallic green, black or white (but not red to match my red nano).