as an amateur musician/producer/dj I've been wrestling with different headphone options for a while.
Closed headphones are nice and comfortable, have lots of room for multiple drivers without the price skyrocketing, etc.
But don't count out quality in-ear headphones either
The trick with dropping some money on headphones is making sure you don't eat that cost in a year due to poor construction. I spent $180 on some Ultimate Ears Super.fi 5EB in-ear headphones, only to have the wire leads rip out of them a year later. If I had spent the extra $70 on the Shure in-ears with the removable/replacable wire leads, I would've been fine ripping those leads off. Browse some pro-audio/music producation forums for durability reviews, a year of touring/recording is the perfect torture test for long term consumer use.
If you are using your headphones in a dynamically noisy environment, whether its trying to listen to music while working out, or monitering your mix while DJing in a club, noise-ISOLATING in-ear headphones are the only way to go. Noise-CANCELING headphones like those expensive Bose pieces you see advertised everywhere can only cancel out droning static noise, like an airplane engine. Any dynamic noises, whether its a crying infant or other music, noise-cancelation won't help at all. Noise-ISOLATING in-ears are essentially earplugs with headphones in them. They let you drown out all the noise around you, without turning up the volume so much as to hurt your hearing. Another nice thing about quality in-ear headphones is that the first few inches of chord lead will be shapable wire with memory, in order to wrap the wire over the top of your ear and down the back of your neck. This is great for everything from running without your headphones falling off, to putting the weight of the chord, iPod, or any unexpected chord snags on the stronger cartilage of your outer ear, sparing your sensitive ear canal the abuse. Quality in-ears have replacable tips of various sizes, to find the most comfortable fit, even to the point of doing custom ear-moldings like the pros use. Do not confuse the comfort level of the stock iPod in ear headphones with a quality pair from someone like Shure or Westone.
The final thing to make sure of when u start dropping real money on headphones is the number of drivers [speakers] in the headphones. In the same way a tweeter can't replicate bass like a sub woofer and a sub woofer can't replicate treble like a tweeter, your headphones should have multiple drivers if you start dropping over $100. The frequency response [range where sound can be reproduced] of a combination of drivers is much greater than a single driver.
Personally, I'm an advocate of in-ear headphones, but that is mostly due to the loud and active environments I find myself using them in.
for more:
http://www.djtechtools.com/2010/10/13/the-best-in-ear-monitors-for-djs/
