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I actually can't stand things IN my ears, and have never found a headset I like (and the sound is always tinny/crappy).
I use a pair of Bose around-ear headphones - I got them at Target for I think about $149 on sale ($179 right now apparently - see link below). They are very light, super comfortable, last FOREVER, and the sound is awesome. I am easily distracted if I hear things around me, so having the around ear headphone helps block a lot of that out. They also have a breakaway cord (which is handy when you catch them on the corner of your desk or turn too fast or whatever).
More money, but you'll have them for years and the comfort/sound are worth every penny (at least to me they are!).