Heh, I've still got a set of old Sony earbud headphones with one of those windup cases. The headphones sound like crap compared to the Fontopias, though, so I haven't used them in a while.

For the fontopias, I just wrap them up carefully. I spent a lot of time being a roadie for myself and for friends' bands, so I learned all the interesting ways you can do a tangle-free cord wrap. Sometimes they'll get tangled up, but only if I don't carefully wrap them when I'm not using them.
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Tony Fabris