If you want long battery life for playing music, your best bet is really an el-cheapo flash MP3 player. My old 1 gig iRiver gets around 40 hours of MP3 playback on a single AA battery.

In my usage of the N800, playing back MP3 files stored on the device don't adversely affect discharge time all that much. I tend to use the built-in speakers the most (especially for talk show podcasts), but I would think there would be a small gain in battery life by using good quality headphones.

Streaming live Internet radio is also something I do regularly. This really does drain the battery quickly though since the wifi chip pretty much has to run at full tilt to keep the bits flowing, even though the required bandwidth is relatively small. I get maybe 3-4 hours after a full charge if I'm streaming audio so I tend to keep it plugged in when listening to streams.