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Depends on your taste and price range Mr_GT. Since there's quite a bit to choose from:

  • On the ears
  • Over the Ears
  • Ear Buds / In-the Ears
  • Noise Cancelling
  • and tons of brands
then
  • Get familiar with some of the headphone terminology
-http://www.crutchfield.com/S-Jr2c9O8XLVd/learn/learningcenter/home/headphones.html

If you're going for best quality, wired headphones are the best. And if I assume you're like me and going for the sound quality without compromising price, you'll probably want something around the 110-170$ range. I am a huge bass fanatic so for me, bass, (low, mid, and high) treble are important along with the headphone's ability to not distort the music at higher volume. Cheaper headphones lack responses in the lower end of the frequency spectrum and higher end.

But for me my personal favorite (which I have not bought yet >.>) is the as most of my music comprise of techno, trance, electronica and house.

- Sennheiser HD 558
- Sony XB series (which is marketed at superbass, yummy!! :P )

ps: They always state this, but damn comfort is very important. Reviews says, oh yes i wear this for hours among hours and my ears don't hurt but it's very subjective since head ranges from size to size (even with adjustable headphones too). Well... you get what you pay for.
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I think the best choice is to simply go through the price range you want and visit the popular choices of brands you want. I prefer to look at sellers rather than the official site since of course as sellers, they provide a good amount of choices.

They have decent filters too. Choose by the type of headphones, the kind of activites you are gonna be using them for, and most imporantly, the price range :P

You can start here - http://www.headphone.com/index.php

And this link is quite useful too - http://www.crutchfield.com/S-Jr2c9O8XLVd/learn/learningcenter/home/headphones.html