i always have a set of Sony noise cancelling headphones in. while I'm in the city, i usually just have one in. they work incredibly well for drowning out the noise of riding.
i have tried speakers in the helmet, but like it has been said on here, it just adds to the noise from the road/bike/wind and it all just kind of blends together.
i have my music set up on my phone in playlists, so i usually don't need to worry about changing songs, as i enjoy all of them :p