Bone-conducting headphones sound like strange gadgets, but they're surprisingly easy to build. This video from Tinkernut walks you through the basics of speaker technology, and in the first minute or two tells you how to build a bone-conduction speaker you could easily house in a hollowed out pair of on-ear headphones or earmuffs.
The full video is well worth watching if you've ever been curious how speakers work or how to build your own, but the bits regarding bone conduction start around 58 seconds in. You'll need a few items for the project, including a small DC motor and an old pair of headphones. When you're finished, you'll be able to press the speaker to the area behind your ear and turn what sounds like meaningless vibrating into audible tones you'll be able to hear even in loud environments.
Hit the link below to watch the full video and see the parts list for this and the "cheap speaker" outlined later in the video.
World's Cheapest Speaker [Tinkernut]