Hi Dr. House,
The open-air types are usually by far the most comfortable. I've used a pair of Grado SR-125's for years. Keep in mind that as with loudspeakers, there is no necessary correlation between sound quality and price. For example, apart from a somewhat exaggerated deep bass response, the Koss PortaPros are very neutral and wide-range and are a remarkable bargain. They are also extremely comfortable and are sensitive enough to use with portable players. Sennheiser is another excellent brand.
Comfort is paramount. I've heard 'phones I've liked but they're so uncomfortable that after 15 minutes, your head feels as if it's in a vice.
Regards,
