Portable fitness monitoring systems with displays, and applications thereof, are disclosed. In an embodiment, a method of providing training feedback to an individual using a heart rate sensor and a display module supported by the individual during a physical activity includes the steps of determining a maximum heart rate value for the individual, defining a heart rate zone as a range of heart rate values that correspond to a range of percentages of the maximum heart rate value, associating a color with the heart rate zone, wirelessly transmitting heart rate data from the heart rate sensor to the display module during the physical activity, and displaying the color associated with the heart rate zone to the individual on the display module during the physical activity in response to the heart rate data.