the thing with headphones is you need to spend LOADS to get any real gains over something resonable. Ive got a set of technics Â£60 jobbies and unless you start spending 6x that your not really going to get much more.
A friend of mine just bought some senheiser Â£30 something or other and theyre awful, I know its an awesome brand but their low end is comparable to something from the pound store.
Also, you can argue to get the best out of any headphones you need a headphone amp - an ipod for example has pretty poor sound at best.
Id say if your actually serious about getting some good headphones, spend Â£150+
Ive got some senheiser in ear headphones as well as my technics, theyre cheap enough not to worry too much about (sand and general crap that gets in them) but still sound really good and drown a lot of background noise out as well.
In the US, one of our higher end brands for headphones and related items is called "Plantronics". I've got some myself that have reinforced cording, comfortable padding on top, and volume control on the left side though mine are optimized for communication programs like Skype and Ventrillo, so it has a mic. (What can I say, Im a gamer girl) but music also sounds wonderful on these. They are a tad on the heavy side but not too bad to be usable.