i just bought a pair of Akai ear plug headphones from coconuts.
its what im looking for, for the winter.
they have hooks to hook around the ear, and volume control.
they fit under a beanie real nice, and are good for snowboading, since the hooks keep them staying in place and i can adjust the volume withouth having to take off my gloves or taking out my ipod.
but for none winter days, i have sony MDR-V250
they are a smaller version of the studio headphones.
and i also have sondy MDR-500 for my turntable, but they flop around too much.