I got some Senheissers for my bike right now.
Look at Grado heaphones for over the ears.
(SR-80 (~$100), SR-125 (~$150), SR-225 (~$200), SR-325 (~$300)
Senheissers are great but expensive. If you can afford to shell out 500 dollars be my guest but the SR 325 from Grado are supposed to be great.