whats your budget like?
I've got a couple of favs. Note that I've never compared these to truly high end > $100 headphones. I've been a pretty budget-minded guy until just recently. The V-Moda Vibes I list at the bottom were my most expensive pair ever.
Koss KSC75 - open ear, ear "pads" with hooks that go over the ear instead of the typical headband. <$20. Decent sound, they're open so I use them in the office so I can hear people coming before they get to my cube
http://www.amazon.com/Koss-KSC...&qid=1254144379&sr=1-2
Sony MDR-E818LP - classic earbuds. <$10. The BEST, CHEAPEST earbuds I've ever heard. There are better earbuds, but they cost a ton more $$$. And it beats anything in this price range by a country mile. Sound is very bass heavy (kinda boomy), OK treble, and no midrange whatsoever. Hip hop, dance music, etc are awesome on this.
http://www.amazon.com/Sony-MDR...&qid=1254144522&sr=1-1
These next ones are all in-ear. I find them very comfortable, at least for a few hours. I can't wear them for really long times as my ears get all sweaty and uncomfortable (is that TMI? lol). There are some foamies that you can buy separately instead of the rubber seals that you get with the headphones which are supposed to be much more comfortable for long-term listening. They effectively isolate sound so if you're on a train-ride or something else noisy you can still hear your music without cranking up the volume.
Creative EP-630 - little bit older model. <$40. similar to sony above... but "better". bass is very heavy and boomy. very good treble/highs, very little midrange but still pretty good overall. I had these for a long time and was very happy. Also great for hiphop/dance/rock, etc.
http://www.amazon.com/Creative...&qid=1254144912&sr=1-1
Creative EP-830 - newer upgrade to the 630. <$40. Dramatically improved midrange and highs. less bass. A lot less. Overall a better, more balanced set of headphones. Really good for jazz, classical, etc. Still good for hiphop/dance music too, as long as you aren't expecting rattle your eardrum bass.
http://www.amazon.com/Creative...&qid=1254144912&sr=1-3
V-Moda Vibe - <$50 right now (I bought these at ~$75). Awesome sound. No weak spots. Great bass (but not boomy), great midrange and highs. Also very well constructed. I take good care of them, but I can see these standing up to a lot of abuse. Out of all the headphones I have/had these are the best. Note that the Bass Freq versions, and Vibe Duo (for iphone) are not as good. They come in several colors so you can match them to your mp3 player. Pretty much anything I play on them sounds fantastic.
http://www.amazon.com/V-Moda-V...&qid=1254144950&sr=1-3