I've used the H2O water proof housing and headsets for my shuffle swimming in a pool and in the ocean. The first time I used it at the pool I decided that I couldn't train again without it. If you are like me swimming can get boring when you're swimming long distances and for long periods of time.
Some people have concerns about hearing the music under water with all the splashing; however, with the silicon ear buds ( included with the H2O headsets I purchased) the sound was very clear. You will have to spend some time to get the ear buds to fit just right but it will be worth it. Don't get me wrong, you will still hear the splashing of your swim, but turn up the music and you should have no problems hearing your favorite tunes stroke after stroke.
Lastly, the H2O Audio iPod Shuffle housing INCLUDES an arm band so you don not have to purchase one separately. I was very happy about that. Great value!
H20 Audio iPod Shuffle Waterproof Housing 2nd Gen: $39.95
H20 Audio Waterproof Headsests: $49.99
A couple popular accessories:
1. H2O Audio Swimbelt for iPod Shuffle (2nd Gen) $39.95 - If you'd rather attach the iPod Shuffle to your waist this is a good choice. The benefit in this belt would be a more balanced stroke since you won't have the shuffle on one of your arms.
2. H2O Audio Pro Armband for iPod Shuffle (2nd Gen) - Why this armband over the included one? The Pro Armband is heavier duty, completely surrounds the iPod Shuffle housing, and I believe that it holds it more steady against your arm.
(Purchased at OneTri.com for which I work.)