If you're running a custom ROM on your Android phone, many have a very useful shortcut that lets you skip tracks in the music player without ever taking it out of your pocket.This shortcut is available in most custom AOSP ROMs (that is, ROMs based on stock Android) like CyanogenMod. When you're listening to music in the default player, just turn off your screen. When you tap the volume buttons, they'll change volume as normal, but if you hold them down for a second, they'll change tracks. This only works when the screen is off in most of these ROMs, but it's pretty handy if you've got your phone in your pocket and don't want to take it out just to change tracks.
If you aren't running a ROM that has this feature, it's worth noting that our favourite music player, PowerAMP, has this built in (along with many other third-party players), so consider grabbing one of them for this and many other awesome shortcuts.