I have a pair of LG HBS-810's tied to my iPhone. These are known as LG Tone Ultras. They're in-ear Bluetooth but I don't have issues with volume over a train when playing anything (unlike what Motorola had).
In the office, I have an over-the-ear wired headphone from Gamecom. I think they were more like $60, but wired stuff I think you can do better.
Out of office and traveling on vacation, I wear a pair of wired Cat-Ear Headphones from Brookstone. Yeah, they're silly but I'm on vacation and look at my icon. Amazon currently list these at $84 and even with a cheap Bluetooth-to-wired adapter, works very well on Amtrak trains from Baltimore to Pittsburgh and back.
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There's three I use on a regular basis: