I have two pairs of Sennheisers, both bought as a result of 'Best Buy' recommendations in UK hi-fi magazines. The larger pair (HD480s -- probably superceded by now) are great on my home hi-fi, while the smaller (PX100s) sound almost as good and make good substitutes for iPod buds. I tend to use the 480s on my PB in the house. Neither are the closed type, but I don't really need them, as I fly only once or twice a year. I know Sennheiser do closed versions, though.
I tend to group Bose products with B&O -- nice designs, but aural under-achievers. Better performance is certainly available elsewhere for less money.