I've tried a bunch and I use my plain old ipod earbuds. They're all uncomfortable, but the ipods are the least uncomfortable.
I've been told that
Sennheisers are wai badass.
If I was forced to buy something different, that's the way I'd go. If I was looking for headphones, that's also the way I'd go. It's only because all the audiophiles shout about the brand. If you say Bose around them they'll run you out of the room.

(I like Bose stuff, but I won't admit it in public.)
Bose is to audiophiles what Thompson's is to cigars.
MithShrike is bigtime into this stuff. He'd be a good guy to ask.