Sounds for Sights
Downloadable walking tours are the best, we love having hands free to do other things while also feeling like pseudo-intellectuals able to spew a variety of facts regarding any locale after completing a tour.
Check out Sounds for Sights - they sell downloadable tours direct to consumers, and they're just $5 each. Started by a tech-savvy pair of New Yorkers they currently have many NY-themed tours and are in the works to develop a bunch for other cities too.
To get you in the Xmas spirit, they're offering a discount on their Rockefeller Center/Diamond District tour, enter 50offrockcenter to get your discount when you check out.
Happy walking, er, and listening!