they're called in-ear monitors. instead of hearing themselves and the rest of the band through a stage monitor on the floor, musicians get their mix wirelessly through the in-ear monitors. has the advantage of potentially saving the musician's hearing - you don't need to crank your IEM as loud as a stage monitor. doesn't mean that some musicians don't, tho. also, provides better mix isolation: you might have a band-mate playing three feet away from you, but you can each have completely different monitor mixes through your IEM.
from
da wiki: I.E.M. (in-ear monitors) refers to a system of small, usually custom fitted, earpieces and transmitters used to provide foldback that in the past was fed to speakers in front of a performer on a stage. Wireless in-ear monitor systems are increasingly popular with musicians, since they allow more precise monitoring and freer movement on stage than fixed monitor speakers, and can incorporate sound-insulated ear-buds to provide hearing protection. For performances that include pre-recorded backing tracks, I.E.M. let the entire band synchronize with a click track without wearing cumbersome head-phones.