I really recommend these headphones. They can be very loud (i try to keep them at rather low level - on my Iriver IMP-350 between 25 and 28) have a strong bass (which is necessary for an mp3-player) and sound really good. But one of the best features is, that they are closed (yes, no annoying sounds from the outside and none of your sounds annoy the people around you).
I purchased them for about 50€ (~60$) on ebay. If you're lucky you might get them, 'cause i think they are no longer available.
P.S.: Btw, they are quite comfortable to wear, but after a long ride (about 3 hours) my head is glad to get rid of them.