I've owned a pair of Grado SR-80's for about 5 years and like them pretty well for the price. They are open backed phones so anyone around you can hear what you are listening to. They are 32 ohm headphones and will sound good with the standard headhone output on any device, although benefitscan be had with an external headphone amp. Some of the phones from Sennheiser are 600ohm and pretty much require a good headphone amp to make them sound the way that was intended.
I currently use a pair of Etymotic Er-4P headphones and love them. This is basically what I use all day long plugged into an ipod
I have found that I do prefer the Etomotic earphones over the Grado. I have tried a couple different styles and, all in all, they were just more comfortable.