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It depends on how much would you spend on headphones.
I use this: http://www.amazon.com/Beyerdynamic-DTX-710-Headphones-Portable/dp/B0032BM0NO#customerReviews

About Beyerdynamic:
Founded in Berlin in 1924 and now based in Heilbronn, Beyerdynamic is one of the leading companies in the audio technology industry.
Beyerdynamic headphones, microphones and conference systems are developed in Heilbronn and still today are carefully finished by hand. Due to its innovative work, Beyerdynamic is known around the globe for its technological leadership as a renowned manufacturer of headphones, microphones and conference systems.
 
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