"Alternative Headphones"? Did everyone else get free headsets with their M9?
I've been using the bluetooth Jabra Sports Rox w/Google Play Music toggling between M9's Music and Cinematic listening modes. When the buds are well seated the sound is great. Once I figured out what that took it's been reasonably easy to recreate, but not instantaneous. The problem is that the ear positioning pieces easily come off. In fact one of them must be moved/removed for each charging.
A recent update sends garbled audio to the headphones on initial play. But that could be the Play Music app's issue.