I lift weights, run on a treadmill, and ride a road racing bike. I had the same difficulties using my iPod or iPhone, but I've hit upon a solution that might work for others. I use a universal Bluetooth dongle that came with a Plantronics 590A which plugs into the headphone port, but instead of using the ungainly Plantronics headset, I use a Motorola S9. The S9 fits nicely under a bicycle helmet (I am, of course, a professional riding on a closed course, so don't try this at home, at least not if you plan on suing me). I put my iPhone into a little plastic baggie and slip it into the back pocket of a cycling jersey with the dongle dangling out the top. Perfect reception. It also allows me to receive phone calls which I can answer using the button on the S9; it doesn't pause the audio, just mutes it, but that's good enough for me until Apple implements modern Bluetooth.
At the gym I put the iPhone or iPod into an armband which I cinch around my water bottle, with the dongle secured by being trapped in the band. And like my towel, I always know where my water bottle is.
The reception is flawless in both applications, and I would think any universal Bluetooth transmitter that supports A2D2 would work as well as the 590A I just happened to have around.
Hope this helps.
