I heard that at higher volume earbuds or what ever the hell you like to call them, can cause hearing damage because they are shooting the sound right in your ear, and there is less of your ear to absorb the loud music.
I own sennheiser HD 202 over ear headphones and love them. They sound good to me, but I'm no audiophile. Since I have had good experiences with sennheiser, I will look into buying some of their earbuds :D