This could be a compromise between the two,
I Tech Clip S35, is a bluetooth adapter for stereo headphones, so you can use existing in-ear headphones without the wires to a device.
I've got one, and its pretty good, sound quality isn't perfect; that could just be the A2DP on my Orange M600 (as its a hack), but its not bad as there are no other solutions for in-ear bluetooth that are as cheap atm.