@killyourfm running the cord through your shirt is the biggest one.
And if you just want one headphone in, you run the cord through your shirt, one earbud in one ear, the other earbud goes over your other shoulder. So the cord to your device goes down the front and the unused earbud is held up by your shirt and shoulder.
I think those are really it, but when I thought of them, it brought me back to listening to my iPod in high school.