Yes, simply plug headphones into an ipod, or laptop. And play along.
BUT, when playing along to music, you need to consider 2 things; quality of sound going into your ears, and comfort.
I've played multiple sets of headphones for this situation:
Vic-Firth isolating headphones:
http://www.samash.com/vic-firth-stereo-isolation-headphones-vsihixxxx
These were good at canceling out noise, and just hearing your click or the track, but they physically hurt your ears after about 30 mins because they press so tightly against the cartilage of your ears. I only recommend if you don't mind your ears hurting. Also the coil/springy cord coming out of them is not very useful since it limits your headbanging potential or it knocks off the ipod it was attached to.
Sennheiser HD280 Pro DJ Headhpones:
http://www.samash.com/sennheiser-hd280-pro-headphones-shd280pro
These were more comfortable, and the foam goes all around your ears, isolating them pretty well from the world (as in, not pressing on your cartilage of your ears like the Vic Firths). They gave way better sound when listening to music tracks (whereas the Vic-Firths are really best with a click track).
JH Audio 10x3 Custom Molded In Ears:
http://www.jhaudio.com/product/jh10x3-pro-custom-ear-monitor
These have been by-far my favorite. I recommend any sort of custom molded in-ear monitors. They act as ear plugs (blocking out sound of your drums)
and shoot the music directly into your ear drums (so you don't have to play the music as loud).
They're the most comfortable and you can keep them in for hours. I tracked my latest EP in 2 days of drumming (7-10 hours/day) and never once did my ears hurt physically. Can't praise these enough for sound quality and comfort.
That's my suggestion. Find the headphones you like the best by purchasing from guitar center, and returning if you don't like them. Try another pair, return, etc until you find the right ones. Places like GC and Sam Ash are really good with their return policy.
x CHRIS x