Am listening to an incredible album from 2001 with Herbie Hancock , Michael Brecker, and Roy Hargrove called Directions in Music: Live at Massey Hall which you should buy anyway if you love Coltrane and Davis. Amazing album. Amazing music. Amazing musicians. You might explore Foxy Tunes Planet for some videos and background. But on to the actual subject of this post.
I am listening to this music using my Sennheiser PX100 headphone system which I have for about a year now. And it rocks big time considering it is an open system. Bonus link: excellent dated product review from a funny Aussie who knows what he is talking about.
I have used closed systems in the past from AKG, Beyer Dynamic etc. but this one comes close in quality at a very low price point. I think I paid about 70 euros for it. If you want to ditch your iPod earbuds – which really suck, both in sound quality and comfort – but want something more portable than a big closed system I would definitely recommend them. Only thing is I think Sennheiser has renewed their product line in the meantime because I cannot find a comparable open ear version at their site at a first glance. Anyway, you might check the series out at your local hifi store or go to your favorite online market place for a used pair.