Headphones are almost essential to me, I listen to music from my phone (Nokia 5800) all day at work at my desk and en route to work (walking and the train).
Power consumption: While just listening to music on low volume most of the day these actually caused my phone to loose a bar or battery after 1 day which I have never seen before or since even with far larger headphones.
Fit: the buds that come with the phones are very hard with minimal flex and the outside is very smooth. The net result is something that is uncomfortable to have in your ear all day whilst sitting/working and that and that either fall out completely when walking or fall out to the extent that the bass becomes non existent, meaning I was forever prodding them back in my ears - which first off makes you look stupid and secondly causes pain/irritation
Had a fair few in ear headphones in my time and these are probably one of the best sounding when they are actually in your ears.
Sound quality just isn't worth the hassle and I ended up buying some new phones (over ear sennheiser HD228's which are great) after just 3 weeks of use.