Sony Mdr-nc11
I find the SONY MDR-NC11 plugs to be perfect for my ears - plugged into my iPod and I'm as happy as Larry for hours. My ears are generally very sensitive to plug in headphones - my ears get sore after only a few minutes with the iPod proprietary set. The Sony model does come with 3 sets of plugs of varying size - i use the smallest set.
The powered noise cancelling function is a bit of a gimmick - it only seems to do little more than boosting the volume but the cups alone do a decent job of sealing the cranial orifice.