Rumor has it that one of the next incarnations of the iPod will include wireless connectivity. Whether that means bluetooth, 802.11, IR or some other technology remains to be seen.
So, for now, you're probably stuck using a bulky adaptor. I found a lot of hits googling for "bluetooth headphones" and "wireless headphones" -- too many to list here, plus I don't know exactly what you're looking for.
Maybe someone with some experience with wireless headphones will chime in -- plus, there's always ipodlounge.com that has great reviews for all sorts of iPod accessories.