I never use headphones at all. I don't find any of them comfortable to wear....the ones which fit inside the ear keep falling out, but if I do manage to get them to stay in, they give me earache after a short period of time!
The "overhead" ones which fit over the whole ear are a bit better, but even they start to feel uncomfortable after a while. (Wearing glasses seems to make this worse....does anyone else find this to be the case??) Anyway, I never listen to music on the bus / train or in the street....it seems to me that with the majority of headphones, even some of the expensive ones, it is still possible for people nearby to hear (sometimes quite clearly) what you are listening to, which kind of defeats the object of using headphones!
I prefer to listen to my music in the privacy of my own home, where the sound quality with my speakers is so much better, and I can play it as loud as I like (while always being considerate to the neighbours, of course!)