I have been a Sennheisser user for nearly 30 years. My last pair were accidentally "recycled" by my wife, forcing me to buy another pair. They lasted me nearly 10 years. The ear cups only had the foam left, all of the material had worn off, but they still sounded fantastic.
I purchased a pair of Sennheiser HD 700's. They're pricey. But they're also the only make of Over-the-Ear headphones I find truly comfortable. Plus, I'm a believer in you get what you pay for. I'll no doubt have these for the next 10 years and so, at $150/yr depreciation, I figure is not bad.
Sennheiser HD 700 - Audiophile Headphones - High Sound Quality - Around Ear
I don't like earbuds, nor do I like ON EAR headphones. I like over ear cups as I find them infinitely more comfortable.
The downside to these is it makes the flaws associated with mp3 files/Apple's files very apparent. Certainly it makes you appreciate paying for FLAC tracks and ripping your own music collection to FLAC.
Then again, I'm one of those guys that prefers the sound of vinyl over CD, let alone the crap that is mp3.
ETA: no matter what headphones you use, however, if the source material is crappy/low quality, and the amplifier pushing them is low quality/under powered, then the result will be less than optimal as well.