Ultra-runner Tony Krupicka has written on this sort of "active meditation" (http://www.runnersworld.com/rt-columns/alone). Of course, running in, say, downtown NYC is going be a very different experience (mentally) than running up Green Mountain in Boulder in the dead of winter.
I've recently switched to no-music workouts. Awkward at first, listening to the sounds of others working out around you, but with practice you can tune that and your other thoughts out. After a week or two, I greatly prefer it!
