Check
these out for an inexpensive set of good sounding headphones.
For a higher HP end that's in the Grado family check out
these phones. I know they do international shipping.
I got a pair of those Alessandro MS1s a year or so ago and they sound great, via a Rx or just through an mp3 player. However, if you have a small head like mine they can be a little tight when compressed to fit (I have never tried headphones that fit well). I find that after about two hours I need to take 'em off for 10 minutes. Other than that caveat, I'm really happy with them.
The US$99 included shipping to Canada via USPS.