I swear by my Sennheiser CX300s - pretty good noise exclusion too, and close backed so you don't drive everyone else bonkers. Three different ear fitting sizes too. I broke a pair and instantly rebought.

http://www.sennheiser.co.uk/uk/icm.nsf/root/500830

http://www.amazon.co.uk/Sennheiser-CX300-Eco-Headphones-Black/dp/B000S8E...

I got two sets actually. The first set I got from the used and new section much cheaper. They were new but they didn't come with the Sennheiser packaging.

Second set were from Amazon and did come in the proper packaging.

Are the first set fakes? To be honest, I don't know. There is a very slight difference in the sound from both sets but which is actually the best I couldn't say.

but mine do keep falling out when I'm walking (Sennheiser headphones that is)

I bought some Ultimate Ears phones from Amazon and they are superb. The ones I bought were abt £120, but are worth every penny. There are others in higher and lower price brackets too. Apparently, Madonna wears them on stage as monitors - I'm in good company! Or am I?

http://www.amazon.co.uk/s?ie=UTF8&search-type=ss&index=electronics-uk&fi...

oh yeah! with blue tooth transmitter and inbuilt amp, putting the sound of even the tinniest of pods up to Rambo-steroided heaviness. bit flash though...

the Sennheiser PX100. They're 40 quid in the shops, but the Amazon is better.

https://www.amazon.co.uk/s/ref=nb_ss_w_h_?url=search-alias%3Daps&field-k...

These aren't noise cancelling as such, but they work like ear plugs, fitting deep into the ear and block out a huge amount of external noise. They also sound fantastic (when you have the right fit - a lot of the negative comments are from people who haven't) and usually sit at or near the top of comparison reviews. They cost about £75, but if you get them off Ebay (as i have - twice - lost the first pair) then you can get them for £55 - £60 and they are worth it.
here's a link to a review on iLounge,
http://www.ilounge.com/index.php/reviews/entry/etymotic-er-6i-isolator-e...
who also do a very good guide to all things iPod/iPhone which can be downloaded as a pdf file from the website. http://www.ilounge.com/index.php/news/comments/download-now-our-2009-ipo...

Creative's EP-630 earphones are extremely well reviewed over at Trusted Reviews - http://www.trustedreviews.com/multimedia/review/2005/12/12/Creative-EP-6... - and are being sold very cheaply over at Amazon.

so have plenty of experience to call on.

As stated above, Etymotics are ace, as are Ultimate Ears - although my UE 'phones require a pretty 'wide' ear canal for them to sit properly in my ears. The Ettys are far better suited to narrow canals, but do push a long way into the canal which takes a bit of getting used to.

You shoud also try the latest models in the Shure range, which are a pretty good compromise (in fit) between the UEs and the Ettys.

For all of those, expect to pay northwards of £60 quid for their 'budget' phones - they are great, but not a cheap option.

If you are working to a budget, you won't go far wrong with the Sennheiser CX300s a couple of people have referred to above although again, fit can be a problem. There is also a Sony pair that look very similar to the Sennheisers and offer a more bassy tone.

Whatever you do, avoid any headphones with the 'Apple' brand upon them!

At that price difficult to go wrong.

Thanks everyone

I've tried;

* Sennheiser CX300's (Sounded great, but kept falling out, even with the different size earpieces.

* A cheapie Phillips noise cancelling in-ear set (Blocked outside sound very well but sound quality was not fantastic)

and have now arrived ata favourite, which also happen to be the cheapest I've tried;

http://www.amazon.co.uk/JVC-HA-FX33BE-Marshmallow-Earphones-Electronics/...

Bought these for half-price when Zavvi were closing down, and was astounded at the quality for the price, even if I'd paid the full whack. Ignore the reviews on Amazon where folk complain about the lack of bass... they probably weren't using the correct size of earpiece (you get three to try). I use the medium size ones, and if you insert them correctly ("squash" the earpiece, put it in your ear, and wait for it to expand, sealing the gaps) they sound great - excellent bass, clear treble. I liked them so much I bought two pairs, one for spare.

They also stay in place very well - I use these with my Ipod Mini while exercising and have never had them fall out.

I know these don't meet your noise-cancelling criteria, but the seal is so good I don't think that'll be an issue - I'll be verifying that myself this weekend when I have a long-haul flight. I'm leaving the noise-cancellers at home, just taking the JVC's.

Anyway - give them a try... it's only £15 if you don't like them.

A mate of mine who is a biker gave me the tip with the Sennies to lick them or touch on your lips prior to insertion - you get a better seal - apparently an old biker trick for ear plugs. Works too.

Bleedin' obvious - though not to some judging by some blogs - the long earpiece lead goes around the back of your neck!

When out and about and they are so much better than the phones that came with the iPOd (no longer have to have the volume cranked up to 11). But at home I use Bose Noise Cancelling phones (which were a very wlecome birthday present). I don't really want to wear these outside the house as, firstly, they would look ridiculous and, secondly and more importantly, I don't really want all sound cancelled out when riding a bike or trying to cross a road.

I've been pleased with my Sennheiser PX 200's as they fit well over my ears and can be cranked up a bit without much leakage. However, I need a new pair as despite only moderate use, the lead has developed a dodgy connection. Any recommendations?

I took the plunge and spent £140 on a pair of these Dr Dre Solo headphones last week - http://store.apple.com/uk/product/H1156ZM/A

Have to say, they really do offer amazing sound and comfort. You find yourself literally revisiting records and listening to them again to find out what you missed the first time around.
I'm usually left disappointed with stuff that is reassuringly expensive, but these are superb value.

My Shure SE-115s are the best bang for buck I found, and I tested a number, from bottom-range Sennheisers to very expensive Bose (which were lovely, but STUPID money). The Shures are £60, the sound is great - nearly the equal of 'phones at three, four and five times the price, IMO - and if you use Comply tips they're even better. There could be a little more midrange detail, but they're as well-balanced as a pair of £200 Boses I tried, and knock my old Sennies into a cocked hat.

I tried several of the Dr Dre ones and found the same as Fraser: really comfy and well-designed, but sonically unpleasing. Glad you like yours though, Native. It's all subjective, more or less.

(Leedsboy pointed me in the Shures' direction, and I'm very grateful he did.)

...(just do a search) but for me it's Shure every time. Just pick a pair at whatever price you want to pay. They all come with several different types of ear buds or lash out and get some custom earpieces made.

Shure sound great and their customer service is fantastic if anything does go wrong.

Last pair I bought were £14.99 from Amazon (other online retailers available) - usually rrp at nearer £50. Perfect for commutes in noisy environments. If you really want to "listen" to your music in more sedate surroundings, a pair of the Shure's are worth the investment.