I use in-ear monitors with the highest level of passive noise canceling I can find-- basically foam earplugs with speakers in them.
This American Life is a bi-weekly for me (at least,) and my Pandora station on the day varies by mood... but if the pedals are turning, the earbuds are in.
Perhaps if I was puttering along at walking pace I could soak up the surroundings. But I'm not. And the sound of wind and traffic isn't exactly a symphony.
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