The key, you see, and Windows Phone fans will have seen where I'm going with this, is Cortana.
You see, with music or a podcast playing with just the phone (even with a headset plugged in), if you go into Cortana (e.g. through the search control) and activate the voice recognition then the audio automatically pauses anyway, so that the system's clear for any voice interaction - it resumes afterwards, and all the commands below still work, but the experience is all a little fragmented. Plus you've got to fiddle around with the headset button or else have the phone in your hand.
So.... One of the nice things about the Cortana integration with the Band is that the voice queries don't interrupt the audio stream at all. So, listening to music or a podcast, typically on a headset while running, walking or cycling, you can long press the action button on the Microsoft Band and say:
"Pause"
And, after a few seconds, Cortana will have parsed this and paused whatever was playing. Then you can also say:
"Resume"
And, again, after a few seconds, playback resumes. However, I mentioned not interrupting the audio stream. With music or podcast in full flow in your earbuds, say:
"Next track"
...and the next one will start playing, with no signficant gap. Which is pretty cool. In fact, all the usual Cortana music commands work in the same way, i.e. you can talk to Cortana via the Band while music is playing. Or, for example, you'd be listening to a podcast (perhaps AAWP?) and fancy some music (any relief from Rafe and Steve wibbling on...!) Thus, while mid-flow from AAWP, you're talking to Cortana on the Microsoft Band:
"Play Dark Side of the Moon"
...and bang, you're into the prog rock classic. And so on. You can also specify an artist name or a particular track name, though bear in mind that the wierder the spelling and names, the lower the possibility that Cortana will get things right!
In fact, it's a pity that Cortana can't parse complex queries like "Play Dark Side of the Moon track 8" or "Play the All About Windows Phone podcast". Yet. I'm sure it'll get there, Cortana is being upgraded all the time.
Yes, you can speak to Cortana via the phone's microphone or via the headset's microphone. But I rather fancy that, when exercising at least, and certainly when wanting a smooth music experience, the Microsoft Band integration is the best interface for voice-delivered media control yet, on Windows Phone.
And certainly one more good reason for wearing a Band while out and about. Again, see my full review.