I discovered this by accident this afternoon when I was wiping off my screen.

With the screen of your iPhone off, hit the Home button twice. iPod controls come up on-screen.

I usually use the clicker on the headphone wire when I’m using my phone as an iPod, but you can’t just plug in the headphones and click the button to start playing. It also seems to “forget” you were listening to music if you pause it and do anything else on the phone. Until now, I thought you had to tap the iPod icon and navigate back to what you had been listening to. This little shortcut is pretty handy, methinks.