Headphones are one of those tech accessories that are almost mandatory. They let us escape to the tunes on our devices, and in a way put us in this surreal state of transience. But with all the headphone choices out there, have you thought about which type are best for you? I'll talk you through a few varieties to help you find the perfect set for you.

Earbuds
Recommended - Apple EarPods
This is probably the most common variety of headphones, but finding the right fit can be tricky. Some ears, like my own, just have a hard time holding them in — either being too large or too small. They're often inexpensive and are good starter headphones for casual music listening. I think the new Apple earbuds are fantastic and a heck of a bargain at only $29.00. I did a side-by-side comparison with these earbuds against others and the clarity and dimension they provided was clearly on another level.

Over-Ear
Recommended - B&O A8 Earphones
Over-ear headphones are a new variety that is well suited for working out and outdoor activities. A loop or clip wraps around or locks into a part of your ear, with the headphone speakers resting outside. The buds aren't as susceptible to falling out, and because there isn't a tight seal to the ear I feel these are more safe for running outside, as you'll still be able to hear oncoming traffic and other sounds. For this type of headphone I like the B&O A8 Earphones; you get great quality sound, and durable construction that will last. Some people find the loops or clips annoying after extended wear, so try some out and take note of how they feel on your ears.

Lightweight Headphones
Recommended - UrbanEars Plattan
These are good for those that want great sound quality in a comfortable non-obstrusive form factor. They offer decent sound, often better than in-ear varieties, and the comfort straps make them easy to enjoy for prolonged periods of time. UrbanEars delivers a great product in this category, and they come in a rainbow of colors that'll fit your personality. These are great everyday office headphones.

Premium Noise-Canceling
Recommended - Fanny Wang
These are my personal set of headphones, and I give them rave reviews. The padding is comfortable, the construction is solid, and the noise-canceling features are effective — a practical necessity for air travel. They also fold up for easy storage. Go for this style of phones if you want uncompromised sound quality and complete isolation within your music.
Which headphone style best suits you?
(Images: 1, 3. Bang & Olufsen 2. Apple 3. Urban Ears 4. Fanny Wang)

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It's headphones or nothing for me. I find earbuds/anything that sticks into my ear extremely uncomfortable within only a minute or two.
I just replaced a pair of Apple earbuds. I'll still use them with my iPod (the only Apple device I still own), but for everything else, I got a pair of in the ear Sony earbuds that sound about 5x better than the Apple ones.
I bought countless pairs of earbuds and over the ear headphones to try and exercise with and use with my computer [the noise-cancelling ones I have give me a headache, though they're amazing for short periods] and they just kept breaking- I had one pair of over the ears that broke when I took them out of the -package-. I finally broke down and dropped 100$ on a pair of Bose in the ear headphones because the sound was good and they had a warranty and I'm still using them long after it expired.
In ear soft buds with multiple sizes in the packet. Hard buds give me incredible headaches, fall out when exercising, and sound awful in comparison.
I'm currently using the no tangle Ajays-four.
i recommend the sony in ear buds, the normal ones hurt + the in ear ones cancel all the noise from my surrounding. better than apple.
Headphones. I've used lots of different styles, but nothing comes close to a good pair of old school headphones. I recently bought a pair of Sennheiser headphones that I've used in the past when recording. They fully enclose the ear and are isolating in the sense they attenuate outside noise (passively) as well as prevent music from bleeding out. Actually they attenuate more of the outside world than the David Clark flight headset a brother of mine used as a pilot.
The one caveat of them doing such a great job at isolation is you really need to keep your eyes open when walking around the streets. It's nice to be blissfully listening to a great song but if that car horn is for me (warning not flirting) I'd like to know before I get hit.
I've always got a set of headphones within reach, for podcasts, audio books and music. The most durable set so far has been a combination of Apple EarPods and Urban Ears, which I alternate based on need. Both have volume controls and microphones that are extremely useful when paired with my iPhone. Their cords take a beating and are supported by excellent warranties. The sound is good, though I lean on the Urban Ears for colder walks or commuting. My teenager does the same rotation, and now many of his friends have jumped aboard.
I'm still looking for a great (or even mediocre) pair of PORTABLE wireless headphones that don't break the bank and that are rechargeable. No batteries that I have to replace after just a couple days, please! The best pair I had was, believe it or not, a Radio Shack brand, but all 3 pairs that I tried became inoperable after about 3 months of constant use. That was about 6 years ago.
I prefer an over the ear headset for my bluetooth which I only occasionally bother with when running errands. 'Course I'm not attached at the hip to my elecronics & generally resent an intrusion on my private time when I manage to get out of the house for a bit. Never found a set of earbuds that wouldn't fall out and only have a pair for in-flight movies. Never been a jogger/runner but I do walk, at which time I prefer to listen to the amazing sounds of the neighborhood & nature in all its glory. If I want to listen to music, my stereo speakers beat anything portable.
I guess the bottom line is....I have no desire to *escape* life. I enjoy it.
Go big or go home! I use big full-ear-cover ones - the others are just too uncomfortable for me. I've got Sennheisers right now
I wear glasses, so the over ear option doesn't work for me - but I have a set of UrbanEars Tanto (in mustard, because it matters!) and I love them! I wish the cord were about a foot longer for use at work, but for working out and on my phone, they're perfect. And take me back to the good part of the 90s...
I'm wondering about the fit of the NEW Apple ear buds for those of us who have problems with the old round ones. I sometimes wear glasses, too, and can't use speakers at work where I occasionally need to hear a webinar or something. Anybody actually wear these new ones??
GRRR Earbuds drive me mad!! They won't stay in my ear! So I don't have the choice to prefer the other types of headphones! :P