A system for monitoring and directing athletic or other physical activities is disclosed. In one embodiment of the invention, a headset worn by an athlete includes one or more sensors, a microprocessor, a non-volatile memory and a communication link. The athlete's headset receives and transmits signals to a coach while the athlete is performing an activity. In this embodiment, the present invention provides coordinated audio streams to the athlete during his/her activity and training. In one implementation, the system coordinates audio for entertainment (such as music), audio expression of real-time performance information (such as count of laps, heart rate, etc.), optional pre-planned activity instructions and interrupt audio such as a coach's advice/instruction, or cell phone messages. In this implementation, the system records the output of the performance sensors for later analysis and allows for real-time display of the data for the coach. In one implementation, the system includes a underwater communication link for communication with a swimmer while in the water.