I use ordinary earphones but just put the left one into my ear. The programmes I tend to listen to in bed are mainly on medium wave so stereo not required anyway.
I agree with spudqueen, I got my niece a pillow for christmas and she loves it! Plus, if you share your bed, the person next to you can't hear your music so it doesn't keep them awake! :-)
I have a small Tevion radio bought from Aldi`s which I put under my pillows (I have to have 3) and I put it on timer for 20mins and I never hear it switch off.