Currently you need an 3.5mm adapter. I use the logitech free pulse, and Velcro the adapter onto the back of my case. I hope apple allows a2dp in the next firmware. It would be so clean to not have any wires or adapter. Sony also makes an adapter that hooks into your dock connector and will let you use headphones built in controls
I have another question, on Apples support page it says that the battery charge of the Blue Tooth shows with the Apple-made headset, does it show for third party headsets too?
I'm not positive, but I'm going to say no. That's an extra bit of information that most Bluetooth headsets do not transfer.
Here's a bluetooth adapter that fits in the docking port for cheap. $10+5 for shipping. My headphone jack recently gave out, so this is a life saver. The sony model that fits in the docking port is >$50 http://sellout.woot.com/Default.aspx?WootSaleId=8212&ts=1236778336&sig=e221a564dd09dfd2