I own and run Headphone Reviews, it's been #1 in google for the phrase "headphone reviews" for many years, so i've heard a few headphones. I think right now I only have about eight pairs, but at one point I had about 30 pairs of headphones. A lot of them were free, people send me headphones to review all the time.
Audio Technica do some great stuff, but don't try and move too much when you're wearing their full size stuff. I'd love a pair of their open headphones. I have the A900s and they're fantastic. Big, but fantastic.
My work headphones are the Monster Dr Dre headphones, at about $400 last time I checked, mine were review units though. They're pretty awesome though, quite compact, the noise reduction works great on air conditioning or airplane noise. They use 2xAA batteries.
I really like Sennheiser open headphones, I wish they'd send me some HD800s to review. Best i've tried is HD595s, they were pretty cool, lots of detail, but you need a really quiet room to use them.
Sony make pretty good earbuds, but my cheap "these are gona get ruined" recommendations are the Creative EP630. I did like the EX71 and EX81 though.
I had Ultimate Ears 5 Pros, I thought they weren't bassy enough. I have the 5EB now, they're amazing, so detailed, they have a bass driver and a treble driver in a reasonably large package. The memory wire goes behind your ear and reduces cord noise, which is great.
I've had Audio Technica in ear buds, I didn't like them. Average sound quality at best, not the most comfortable. I had full sized AKG headphones, 271 something, they were only ok.
I also have a headphone amplified, but it'd been purposed to drive the surround speakers from my office sound system for music in my bedroom, from the iPod. Surprisingly good sound from that setup. Edifier make great speakers.
I have more recommendations here.