ideally earbuds rather than giant things. Basically for me to use when walking to and from work (40 minute journey either way), so would have to be comfy! I'm not overly a fan of the ones which jam all the way into your ear though.
Get these. Koss PortaPro. They are fairly cheap, come with lifetime warranty and are an absolute winner for like five last years (at least in CzR) for their AWESOME sound. Seriously, look up some reviews if you don't take my word for it, but I've had those for the last three or four years and I'm loving every second of listening to anything on them.
A vote for the over ears purely as I can't do nasty in ear headphones, Senns 435 are awesome. Great sound and amazingly comfortable you can wear them all day and not notice.
I think I've got a pair of these, the kind that stick right in your ear and attack your aural canal or something? Decent sound for the first few weeks, but then they got choked up with earwax and the left earpiece went kaput. Comes back to life if I leave it in my ear long enough, but I suspect that's because the solidified earwax is melting so I avoid them if possible Sony earphones are supposed to be really good (just the regular earbuddy ones, not the ones that burrow into your brain) so they might be worth a shout, if you can find a pair that don't fall apart after two days.
Heh, maybe I have strangely shaped ears but no set of earbud-type earphones have ever stayed on my ears for more than 5 seconds at a time so I have to use in-ear earphones though.
They only go in as far as you push them and they are very good at noise cancelling, even with your mp3 player at a low volume.
Sony headphones have always been good to me, had about 3 pairs now and none of them broke (first pair disappeared, second pair went for a magical trip to the hoover and never returned, on my 3rd pair right now). These are the ones I have at the moment and I think they're very comfortable and give a good sound, especially considering they only cost me a tenner