These days mostly mp3s on my phone through headphones while I'm out walking, all though I must confess I listen to a fair bit through my Kindle Fire speakers in the evening as well.
There's quite a lot of excellent 'free' music available on Amazon Prime, the caveat being that you can only listen to it through certain Amazon connected devices so you can't just download the free stuff onto your mp3 player. There is an Amazon music app, but its not compatible with my phone, so rubbish Kindle speakers it is.