This is where you scream and curse at Apple. Done? Okay, now let's move on, talk about the pros, and consider the alternatives, including Lightning headphones. Yes. Those are a thing. They're like regular headphones - only they plug into a Lightning port instead of a 3.5mm socket.
Lightning headphones are capable of receiving lossless stereo 48kHz digital audio output from Apple devices and sending mono 48kHz digital audio input. They can also draw power from an Apple device (even if the device is asleep).
Apple's Lightning port can also support headphones with integrated digital-to-analogue converters and amplifiers, so audio travelling through the Lightning port will pass into the headphones digitally, thus avoiding typical analogue signal interferences you get with other headphones.
So don't panic about the change, embrace it. Browse the gallery of choices we've put together, because we've picked out a few Lightning headphones out now or coming soon - including Apple's new Lightning EarPods. They're basically an updated version of the existing EarPods - only they connect to the iPhone via the Lightning port.
The gallery includes both over-ear headphones and in-ear earbuds, as well as a variety of price points, though keep in mind many of these devices are new, top-rated (based on online reviews), and starting out at the top end in terms of cost.