I just have those Sony earphones. Well, the 2 pieces that attach to your ear are exactly like the ones found on headphones, and there's absolutely no solid band that wraps over your head or behind your neck. Its all wires, and is quite good to have.
The connect to the ears like all the popular ones do nowadays, but the fact that a light cord connects the two ear pieces instead of a band is what I like. 🙂
They're only $35 or so. They don't sound amazing, but they're good enough that I won't be picky-choosey.