I've generally used a pair of of over ear budphones, even the Kmart cheapies have been good connected to my phone as as MP3 player.
However, work has given me a phone & said "use whatever data you want, we're on an unlimited plan, just keep it clean" So Spotify is now my daily listen. Considering going premium to skip the ads.
The other great one is ABC Listen, listen to podcasts, especially Richard Fidler for some interesting conversations to keep me alert.
Cheers