I used to wear my Zune with an armband or carry my blackberry while running, but I don't anymore because one time I was running and streaming Pandora from my blackberry and I tripped over the edge of a sidewalk square that was not level with the other sidewalk squares. I had run that route hundreds of times before with no problem. I fell and my Blackberry survived but had a huge case of road rash but I only had to replace the housing on it. After that I went out and bought a cheap MP3 player with an FM radio and have much greater peace of mind about going for a run knowing that my $600 phone will not be damaged if anything happens.