Sennheiser PX-100
Without a doubt, the A-Number-One most comfortable headphone I've ever worn. Very good sound from a very portable headphone. Lightweight, good sound throughout all ranges, nice & tight bass. They also fold up to fit inside a hard plastic container. Can't beat 'em, and they aren't all that much more than buying Sonys over and over.
I've had these for several years now, and they are still in top shape. I also give them a rough time, throwing them in my gym bag or in the back of my car pretty regularly. One caveat: these are open cans, which means that sound will leak at higher volumes. When I wear them at the gym, I turn music up enough so that I don't hear what's coming out of the video channels, and no one has complained about the noise. I also wear them at the grocery store sometimes. Also, no complaints.
If you prefer a closed set, the
Sennheiser PX-200 is also a good price and comes with good reviews. There are several boarders here who own and like the PX-200.
I used to have a pair of
Koss PortaPros, which I have seen in regular retail stores a number of times. The PortaPros are not bad, but the build is a bit screwy, and I broke the earpiece off of mine after just a few months. For some reason it connects with this little knob that snaps into the headband. My only other minor beef with the PortaPros is that they are more bass heavy than I prefer. Otherwise, a solid set of portable headphones at a good entry price. If you want a behind the head version, there are the
Koss SportaPros, which I believe are the exact same as the PortaPros in a different harness. They also look sturdier, but I hate behind the head cans.
If you want to drop more dough, you can work your way up to the In-Ear Canalphones like the
Shure e3c (which I've heard is good for rock music) or the even pricer Etymotic canalphones. I think Etys released a ER6i (for iPod) version at a lower price, but I'm not sure how they fared. Keep in mind, that these will fit snugly inside your ear canal, not resting outside like earbuds. If memory serves, the lower end Etys is gonna run you a couple hundred bucks.
Go search the forums over at
Head-Fi. There is more information there than anyone should ever need.