Open: Grado 80's
Closed: Lots of new choices in the past few years, but I still stick by my Sony V6's. Their build quality is far and away better than absolutely anything else you will find. I can swing them over my head like a lasso and smash them into a wall without affecting anything. I bought a new pair of Sony something or other's for a friend, the cord was like 1/3 the thickness of my V6's for the same price. They were much more comfortable than my V6's and the sound quality was on par right up until the point where her baby kitten sliced right through the whole cord with a single swipe of her tiny paw.
In-the-ear: Ety's or Shure
Really though, spend some time on headwize or headfi to find what suits your taste. I can't say enough about the V6's--sound quality is fantastic, they're low profile for kind-of superaural closed cans, and they're built like a tank. To be fair, they can get hot, and if you have big ears they will be more supraural than super and a bit less comfortable.
Grados are great for rock, they're light, cozy, and look like you stole them from a soviet missile silo; but open cans aren't for everyone. They leak a LOT of noise--my brother has a pair of 225's, I've heard a bunch of 60's, and I promise you that in a quiet room someone sitting next to you will hear everything just as loud as you do. They let just as much noise in. They are not walking around, studying in a library, or staying up late next to someone who's a light sleeper headphones. If you plan to do anything but listen to them alone in your bedroom there are better choices.
