I have the a pair of the sony headphones that sit on the outside of your ear with the ring that goes around, kind of like a bluetooth headset does. There kinda hard to get in the helmet, but once they do your good to go. I use those because the ones that go in my ear always hurt.
As far as riding with music goes you dont have to to turn them up so loud that you dont hear you shee, but when you ride by yourself like I do sometimes, it just seems to make the ride better, even on a bike. Imo. Of course Im usually the only one around where I ride, and I can see far enough to deal with any obstacals.