Ah, headphones.
Well, as others have already asked, how much are you prepared to spend? How 'portable' do you mean by the term 'portable'?
Personally, I use the Bowers & Wilkins P5; they are exceptionally elegant, have a small foot-print, are sturdily put together (made from real leather and metal), boast extremely good audio quality and are the most comfortable (as well as portable) headphones I have ever owned. However, you can expect to pay around 300 for them.