A recent patent filed by Microsoft is not your usual headphone. Why, the design features a dock on the earpiece for a small media player like a Zune as example.
Based on the image, the headphones feature something like a port that could fit different devices like WiFi or Bluetooth modules, storage, or batter packs. Other features include USB ports and boom mic among others. No idea if this will reach the market but I really like the idea of a pair of headphones that can do a lot of things. Perhaps this can be used with gaming consoles too?