Thanks to all for your help. After trying different setups I'm back to plugged-in headphones.

I tried bluetooth and FM solutions but either way the sound quality is not comparable to using plugged-in headphones.

Bluetooth seems to lack the ability for music. Bluetooth does voice ok but music is another world. The difference is dramatic if you go back and forth between any bluetooth device and then wired through the headphone jack. Same thing in the car. When I wire the N800 to the audio jack it's glorious. Switch to bluetooth and the same music is there but it is less vibrant and lacks punch.

I set up the N800 with a Acoustic Research FM transmitter/headphone which plugs into the wall and it does very well - if I don't move around much. If there was a battery powered transmitter with this capability I'd be interested.
Unfortunately battery powered FM transmitters are really terrible.

Miguel