Like everyone else, I use the Sennheisers for home audio stuff, but use a wireless solution from Broadcast Vision for gym/home gym.
[Link: broadcastvision.com]A big benefit for gym applications is that you don't have to worry about a location for the charging base like with the Sennheiser's. The transmitter and receiver both require power, but the receiver is made to mount on exercise equipment and you can use any 1/8" ear buds or headphones.
The receiver can also be powered by CSafe port which is found on most commercial and high-end home exercise equipment.
Broadcast Vision is easy to get setup up with for dealer pricing.