Never ever.
I ride a bike to get away from human noises not to find more of it! What's wrong with just hearing what nature has to say? I'm much more relaxed riding a bike without music.
The other issue is that something blaring away in ear buds removes, or clouds your hearing, hearing you need to hear people coming up behind you attempting to warn you, or a car engine racing so they can pass you only to cut you off so they can turn right. Don't anyone give me some [censored] about how you only put one bud in and have it low volume because wind noise is such you would have to turn up the volume and your mind is concentrating on the music so the open ear is even being paid attention to. How do I know this? Because I can't even begin to count the number of times I came up behind a cyclist with either both or one bud in and I'm screaming that I'm coming on their left only to find complete and utter surprise reaction when I pass them!
The other issue is, I can't stand the sound quality of MP3 players, or the sound of ear buds, or the background sound of wind garbling the music; of course you can get noise cancellation headphones but the sound quality of those are lacking even in an ideal listening environment.
I like to listen to music, I listen to it at home where I have a noise free environment that won't disturb the music. I'm not anti music, I just want to hear the way the artist intended for it to be heard and to hear all that the artist put into it.
disclaimer: just my opinion.