If the idea of walking around aimlessly appeals to you but you'd rather keep your phone with you, I would highly recommend a pair of bluetooth headphones. During the summer I'll usually walk around Boston for ten or so miles just listening to music. It's very relaxing, and lunch tastes a lot better when you're exhausted.

If you like the idea but lack the self control, the new iPod Touches have bluetooth, or you can always turn off certain wireless services on your iPhone/Android/etc.