What style do you prefer? (earbud, the neckband kind, or the traditional style)
Personally, I like earbuds, so I'd recommend these:
Here's a review of them @ CNet:
As for the ones joxley posted, they look pretty good, but I don't really like the idea of noise cancelling. It's kind of hard to explain, but basically they have a tiny microphone that picks up sounds, and they try to cancel them out with sound waves of the opposite polarity of the ones it picks up. Good concept, but I just don't really like it. I prefer sound isolation, which is like the earplugs concept.