for something that's a good all-around headphone, i've been using monster's iSport for the last few years. i can wear them drumming (lots of sweat) or on a plane and they sound good. lots of different earpieces come with them for all sizes. i found out with these that one ear has a smaller opening than the other. these work with that
they are right at the $100 mark and have lasted much longer than the few $70-ish headphones i had before this. they have a flat cable to prevent tangling, too.
edit: i just looked and it looks like they have changed the style quite a bit, so i can't vouch for the current model, but i can say that it looks like you can get a pair for $40 right now at amazon: