I've been meaning to get a fancy pair of headphones at some point, but right now I use these Logitech Ultimate Ears in-ear earbuds that I picked up at Walmart for $10...
They're honestly surprisingly good though! They get a nice balance if treble, middle, and bass, they sound great, but I can see why they're only $10. They're probably a budget model of nicer earphones that look about the same, and I can tell because they're so cheap and also because some parts fall of really easily. There's this little mesh that goes over the tip of the earphone (when you don't have the rubber thing that goes in your ear on, you can see it more easily) that's barely held in by a little bit of glue, and it gets dirty and can fall out pretty easily. Which kinda sucks, because you get a lot more white noise when you don't have them in. Mine fell out a few months back, but it's really easy to get used to.
Oh, and I forgot to mention, they're called Ultimate Ears™ 200vi, for the record. I also forgot to say that they're noise-cancelling and have a microphone and volume controls built-in. Sadly, the volume controls don't work on my Android phone, but they do work on iOS devices.