It's light enough to be remarkably light. Ridiculously light, even. So light as to truly deserve the "wearable" label. Which is why I'm surprised they're shipping with a lanyard instead of some sort of integrated clip (like some other flash-based music players). Lanyards would be great if headphones were wireless; otherwise you end up being a mess of cabling. A clip would be perfect -- clip it to your shirt, your pocket, your bag strap, your coat collar, your tie even.
So, um, yeah. A clip. As I said...neat!