Do you do it purely to listen to music (or whatever you listen to), or do you do it also (or alternatively) to discourage people from talking to you? I always wonder about this when I see women at the gym wearing them. I once made a casual remark to an attractive woman on a neighboring step machine before I had noticed that she had them in her ears. She had to remove them, or one of them, and ask me to repeat what I said. Of course, doing so made me feel pretty stupid, as my comment was a perfectly inane observation that was not at all worth repeating; but if she was aiming to make guys like me aware that conversational advances were unwelcome, she certainly succeeded.