Another thought. I haven't used headphones before, but my thinking would be that in a bad area, they probably aren't a good idea. You'd just be reducing an already important sense even more, in terms of situational awareness.
I don't wear headphones in Detroit unless I am underwater. I watch at all times and I always go with a friend or a group of friends. Not much fun or relaxation but there is some good coins to be found.
This hobby is supposed to relieve stress. Not cause new ones! My thoughts are it really isn't worth it but others enjoy it so be part of the group and help if you are needed. We all used to carry in one way or another. Mine was always visible.