For the person that loves their music but hates the cold these are the ear muffs for you. For this product I was thinking a little more outside the box of just the cold. I work with children that one their heads are too small for a standard headset or they don't tolerate the headsets these ear muff headphones might be the solution I have been looking for. I found them in two places on the Internet the first was Urban Outfitters. I really like the way the quilted ones look like. They look warm but not so warm that the poor kids ears would melt off in the classroom.
The other place I located a set is at Hammacher Schlemmer. This set looks very warm for the outdoors but I would say too warm for the classroom.
Both sets of Ear Muff Headphones cost $30-$35 without shipping and handling. With the holidays you might not have S/H. If you want to save a little more cash, you can look at how the Urban Outfitters constructed their Ear Muff Headphones it might give you an idea how to create your own. I am not very handy with a sewing machine beyond a simple stitch so I would purchase the pre-made ones.