Although I don't have wireless headphones I do sometimes use my MP3 player with headphones. My MP3 player has a radio built in so if you were to get a FM transmitter, maybe it'll work for you.
Like most wireless devices for music I have heard that the headphones along with the FM transmitter can be hit or miss. I also think the headphones are fairly large and possibly heavy.
My setup is a Sandisk MP3 player and Sony water resistant headphones. I place the MP3 player in a zip lock bag and the headphones have a 5 to 6' cable. I don't use them too often and definately don't use them when anyone else goes in the tub, I don't want to get the player dropped into the water.
As far as transmitters, they come in battery operated, USB and plug into the wall. I have looked into them but have decided that at this time I don't think the quality is there just yet. I don't know anyone who actually has one though.