I use a pair of passive, in-ear Shure ear buds. They cost around $250 last year, and they are very satisfying. It sounds like the Sony pair is getting a lot of love, but either way, the passive ear buds have some advantages to the frequent flier.

They don't require batteries, and they are much smaller than on-ear or around-ear headphones. The good ones should have different size rubber ear pieces, so you can pick the ones that fit the best.

The stock iPOD ear buds are the worst ever made, as they do fall out of your ear easily, and they don't drown out background noise very well. Almost any pair of buds over $100 should do a much better job.