A set of headphones is configured with an integrated accessory receiving space and a device connector that interface with a variety of different interchangeable accessories. The accessories can range from a personal media player that can render audio, such as MP3 (Moving Pictures Expert Group, MPEG-1, audio layer 3) content, to rechargeable battery packs, storage devices, and modules that can support wireless communication between the headphones and other devices such as media centers, game consoles, and personal computers (“PCs”). A user can pick an accessory and snap it into the receiving space of the headphones. When so installed, the accessory becomes physically and functionally embedded so that its functionality becomes seamlessly integrated with operation of the headphones.