I don't use headphones often, but when I do its' via wired headphones. I had to buy a USB-C-to-3.5mm adapter, but the max volume is half of what my old phone with a 3.5mm jack could deliver.
Cheap wireless devices like headphones are way too finicky and prone to breakage, not to mention the battery lifespan is just a few years. I've had my nice wired headphones for 10 years.
BTW the adapter I use is Apple-branded but still has the same volume issue reported for generic variants - it must be a limitation of the USB-C spec.
I will concede that wireless is nice for workouts, though... I use my wife's when I am in a rare music-while-exercising mood. She's gone through 4 pairs in the past 5 years, though, and the amount of E-waste is very problematic.