Note that the new 'buttonless' iPod shuffle can only be controlled by headphones with a special Apple hardware authentication chip. As of the moment, only the headphones that ship with the 3rd Gen Shuffle have this particular Apple authentication.
That means that third parties will have to pay Apple for the privilege of making shuffle-compatible accessories, and you can bet they'll just pass that cost right on to consumers -- we wouldn't expect any cheap headphone adapters or inexpensive replacement headphones for the littlest iPod.