M0n3y - the biggest decision you'll have to make is if you want an open or closed style headphone.
Open = way better sounding IMO, but lets in a lot of noise. (also lets OUT a lot of noise so people will hear what you are listening to.) Example headphones: Sennheiser HD555, Grado SR80, AKG K701/2
Closed = sealed and better noise protection. Big bass can be an advantage. A commonly recommended pair are the Audiotechnica ATH-M50's. I own this pair but don't really like how stuffy they sound.
The AKG K701/2 is the best headphone I've heard in a reasonable price range, but it is open so you'll have to decide if it will block out enough noise for you.
http://www.amazon.com/AKG-K702-Headp...0358253&sr=8-1