How can I keep my iPhone headset untangled?

For ordinary earbuds like the Apple stock product I repeatedly fold the cable in half until I have just enough length to tie the bundle into a loose overhand knot. (Sounds like heresy, but I learned this technique for storing cables from a "big time" touring concert sound company.) Been practicing it with all sorts of cables for better than twenty years without any negative fallout.

I added this photo of my cord knot after this answer was accepted by Torben, who I believe was most interested in the Devil Horn Technique mentioned below.

After tying the initial knot in this particular cord bundle the loose ends were a little too long for pocket carry so I tucked them back into the center of the knot and pulled gently to tighten them into place, converting the initial overhand knot into a Double Overhand Knot

However, I do coil my good earbuds neatly and keep them in a little pouch. Same for the Jlab phone headset I use for every day carry.

If none of these techniques suit, there are many practitioners of what, for lack of a better description, is referred to as The Devil Horn Technique

Pretend you’re at a Def Leppard concert and make the devil horns with your left hand. (Don’t pretend you don’t know what I mean — middle and ring fingers bent and held down by the thumb, index and pinky extended.) Tuck the buds underneath the middle and ring fingers to secure them and use your devil horns as posts around which to loop the cord. (Some people advocate a figure-eight wrap, but I find a simple loop works fine.) Leave a couple inches of cord at the end. Slide the loop off the devil horns, and wrap the remaining cord around the middle of the loops, creating a little bundle. Thread the plug end through the loop opposite the buds and give it a gentle pull to tighten the bundle. This little package now fits neatly in your pocket, is almost entirely tangle proof, and unravels with ease.

Wrap them around something, even if it's just an inch of card. You can get nice cable tidy key rings that are really good for this, but a piece of card with 2 slits will do the same job:

Oddly, not wrapping the cords is the simplest strategy, just crunch it up and throw it in your pocket. The more grippy cord will avoid tying knots as long as you don't go to the trouble to wind things up.

If you prefer to wind, then fold in half, twist once, fold and twist one more time. I find this to stay put when in the pocket and you can get things unfurled in a snap without needing to "finish" the coil.

That or a small amount of oil or grease to make the cord less sticky.

What I always do, which seems to work okay, is to fold it in half repeatedly until I get something about four inches long. After removing this from my pocket, it's usually a bit tangled, but only in a couple places. It never takes me more than maybe ten seconds to unravel it.

If you need a product recommendation (I know this isn't SE-frindly, but I do have a non-recommendation answer) to keep them untangled, Quirky's Wrapster ($6.99) works quite well, and also functions as an iPhone stand.

Lifehacker provides another interesting solution to keeping headphones tangle-free: Use Paracord as a Tangle-Free Headphone Sleeve

By running your headphone wires through some paracord and rebuilding the Y junction, you get an audio set that hardly ever ties in on itself, is far less prone to breaks or rips, and can be changed in color, too, if you don't dig the hue the cord came in.

Be warned, you're going to want to be comfortable with a soldering iron before attempting this hack.

Step-by-step instructions are provided on Instructables: Sleeving Earphone/Earbud Cords with Paracord.