DAB is the only way to get hiss-free radio in a city without nearby mountains on which to place analogue FM transmitters (London). And you get a bigger selection of stations without missing much (most stations here seem to broadcast in DAB as well).
The headphones are decent enough. But you CAN plug your OWN HEADPHONES into the remote. Radio reception was just as good, plus I got better sound and a more discreet overall setup. It also means I can revert to regular FM by plugging my headset into the audio out of the phone.
The remote is rather bulky (big like my thumb) and the cords are also substantial. Combined with the mandatory white colour it is not ideal to be worn discretely. Maybe the bigger cords are more resilient to knots, but they are also clumsy going from the ear to the pocket, and the whole thing is not compact at all when you want to tuck it away when not in use.
Though the usb jack is angled and you should have no problem slipping the phone in a pocket (assuming the usb plug is on the side, like the N8), it is a bit akward when actually holding the phone, compared to a normal heaset in the audio jack.
DAB seems to drain the battery quicker than MP3 or FM. I can usually spend all day on MP3, more on FM, but DAB killed a fresh charge in an afternoon.
Things to note:
You can't receive analogue FM with this set (not sure why you'd want to anyway), since the phone only knows how to use a headset as an aerial if it's plugged straight into the audio out. The headset bit of the CU-17a has a cord too chord to use into the phones audio plug directly, but this can be fixed if you use your own headset instead of the provided earplugs.