Sennheiser PCX 150 NoiseGard
I replaced the ear buds which come with my Sony Walkman MP3 player with a Sennheiser headset. The interesting thing about this headset was the noise cancelling feature. This headset has a mic system which captures the sounds around you, reproduces those sounds in the opposite direction which cancels them out, providing you with an unmatched sound quality.
The Sennheiser is easy on the pocket and comfortable on the years. The set requires 2 AAA batteries, comes with a string carry pouch and rotatable padded ear pieces, airline seat pins and a belt clip.
http://www.sennheiser.com/sennheiser/icm_eng.nsf/root/500369
Nice choice, Sennheiser are known to last for long and to be light. Bose by the way has made a pretty neat job for Noise Cancellation Headphones (but much more expensive then other brands).