What's the best portable audio device?

A: Probably something like a Sangean DT-110 Digital Pocket AM/FM Stereo Receiver, a nifty little electronic device that's about the size of a deck of cards. Radio reception is very good, although you might want to swap the "earbuds" it comes with and get a pair of headphones that fit over your head. These will have better stability. Or, wear a sweatband that can go over your ears and hold the buds in place. Price of the DT-110 is about $50 (USD), meaning if you can find one in New Zealand it likely will go for about $100 in your money.

There are other choices. Sony, for instance, makes several radios that fit right on your head. One style, the SRF-H5 Street Style Sports Headset ($50), fits like regular stereo headphones. Sony's SRF-HM01V actually fits on like a headband—with nothing to loop over your skull or stick in your pocket. It's about $60 (USD), or 120 New Zealand bucks. Panasonic makes a radio called the RF-SW70R ShockWave Headphone Radio ($50), which is designed to be carried in your hand, on a lanyard around your neck, or in a pocket.

Of course, I really don't advocate wearing any such thing. Maybe you're running someplace where traffic isn't an issue—on the beach or somewhere like that. But, if you're in an urban setting, I think blocking out the sound around you is a safety hazard. I'll assume you're safe and watchful, but it's still something to consider.