More often than not I wear black gears. If I'm not careful, (or lazy) I dont tuck in my apple earphone that is connected in my bicep, its easily visible.
Oh that makes sense.
But there's other options like in helmet speakers that are totally legal... though you still might get asked to stop as one could not tell wires running to speakers apart from headphones from outside.
I have had a helmet with speakers, and it is not something I would recommend. You get a lot of wind noise and those type of helmet are heavy.
Think some nice, low profile ear buds with the wire tucked into your jacket collar are the way to go.