I have thought about it, but haven't so far. I figure it's best to be able to hear as much of what is going on around you as possible. As much fun as it would be to get out on the interstate listening to some death metal, I think it would just cause more trouble than it's worth. I already find myself speeding in my car sometimes depending on what I'm listening to.
So I gave it a shot this morning because I knew traffic would be light. I didn't crank up the volume, so couldn't hear the music all that well at times. The main problem I had was putting on my helmet without pulling the headphones out of my ears somewhat. Wasn't bad, but I don't think it's something I'll do on a regular basis.