A common recommendation friends ask me, is for the best headphones. My suggestion would vary depending on the purpose. I have 3 pairs of headphones.
For the Gym
I recommend in-ear headphones for running, jogging or any other form of exercise. This will help keep your headphones firmly lodged (one of my biggest peeves with the stock apple headphones. They just don’t sit properly. A mild wiggle and they plop out). The ones I user are in-ear headphones from Skull Candy.
Great quality on the move
Portability is key here. The audiophile in me refuses to listen to music through shitty headphones. That being said, it doesn’t make sense to keep tugging along huge headphones to work or for quick business trips. For these reasons I own a very awesome pair of the Sennheiser PX 200 headphones. They are collapsible, come with a cool case that fits in a pocket and are probably the best balance of sound quality and portability. Normal human beings would do well with just a pair of these.
Superior Headphones
When at home or recording music, there simply shouldn’t be any compromise. You have to hear music the way it was meant to sound. The folks at Sennhieser go the extra mile and sometimes make it sound even better with the Sennheiser HD595. I came across these in a recommendation from WordPress’s Matt. These are incredible headphones. A little pricey but most definitely worth it. [I should warn you before hand these are "open-headphones" and sound leaks considerably, meaning you may not want to use them in a library]
If you’ve got a ridiculous amount of money, you’re also welcome to try Matt’s recommendation – the Ultimate Ear Headphones. For me though, the above 3 are more than sufficient.