Seinnheiser makes very solid and high quality headphones. I highly recommend them, even though some of the top-notch ones are rather pricey. Well worth the price in my eyes though
I got a pair (the black 30-50ish one with foam earpads), foldable. They got stolen/lost with my old iPod, but the sound was frickin' amazing, and they were pretty portable (not as much as earbuds, but still pretty compact). Sure, you look a little weird wearing them when everyone has the little white apple ones, but the sound is well-worth it at the price point.