I like to pop in some earbuds when I'm on the driving range, and being indie music snob, based on some of the bands I've heard mentioned around here, I'd probably prefer if most of you also went the earbud route.
Seriously, though, I have friends who love to listen to music when they play, but I can't say as I've ever really given it a go. If I could be sure it was only going to be loud enough to affect our group, I don't think I'd have a problem with it. My biggest concern is usually doing something that would inconvenience other people on the course.
I picked up some bluetooth wireless headphones that I used while I was skiing at Deer Valley this year and really enjoyed it, and was a bit surprised by how pleasant it made the day without being a distraction. I just used one earbud at a time, which still allowed me to hear other skiers and converse with my friends.