Some people can't believe that I don't wear headphones when I run. To be honest, I've tried wearing them, but it kind of sucks. I like having the music, but I dislike the constant slap of the cord. If I could find a non-iPod .mp3 player with wireless headphones that were somehow stay-in-place earbuds, then I'd think about running with music.
I wish I could say that the reason I don't wear headphones is to remain more aware of my surroundings. The truth is that I zone a lot when I'm running. I'll be in la-la land. Or focusing on my breathing. Or calculating how long the run will take at this current pace. Or watching a car go by until I can't see it anymore.
(Some of the time) I run to escape. I once told people that I use running like alcoholics use alcohol. Music is a part of my house, my office, my car. I don't necessarily want to escape it, but it's always nice to have a change. Oftentimes I sing in my head or even aloud in order to maintain a rhythm or to pass the time. For instance, there's a church I run past called Praise Cathedral Church. It always makes me jump into "Grace Cathedral Hill" by the Decemberists.