Shoutbox

This idea may sound a bit strange at first, but if it's an issue with skiing and your iPod is one of the smaller models, you could probably stuff it under your cap.  It seems like this would work fine with the typical knit ski caps and Nano or Shuffle -- the devices are small and light enough you should hardly notice they are there and the cables would not be exposed at all if your cap covers your ears.  You could even sew on some inside pocket to make it more secure.