Hi,
Nick_S and Ravi are correct. The Koss PortaPro and SportaPro rank among the smoothest sounding headphones for the least money. I've also used Grado SR125's for years, and the Grado SR60's are similar. Both those and the PortaPro's are also very comfortable.
Other Koss models vary in quality. The lower-priced Sennheiser phones are also very good.
All cordless headphones, RF-based and those with infrared transmitters, are compromised by occasional interference and noise, but they can be convenient. They're also heavier (built-in batteries to power the RF or infrared receiver) and have to be recharged. The Sennheiser models can sound pretty good. They're not my cup of tea, but if you don't want to be tethered by a cord like a pet on a leash, try out the Sennheiser cordless models.
Regards,
