I'm no audiophile, but after a few months of listening to my iPod and computer through Shure's SE530's, I can say that I love these earphones and would recommend them to anybody. They sound great, are tough enough to accompany me to the gym or around the trail at Memorial Park (look, this body doesn't sculpt itself), and easily stay in my ears the whole time. At $449, they are a bit on the pricey side, but the (perhaps unsurprising) fact is that there are earphones out there that are much pricier, and probably much more delicate. Before the SE530's, I had Shure's E3c earphones (which are now discontinued), and the SE530's squash the E3c's like a grape (especially in bass response).
As for over-the-ear or on-the-ear headphones, I have been pretty satisfied with the SR325i's from Grado, which I've had for a long while now. They don't look nearly as cool or sound as good as Grado's GS1000 headphones, but the GS1000's cost $995, and I have not yet decided to become a coke dealer. As it is, the SR325i's offer more than enough performance, even without the use of a headphone amp.
For a good resource on earphones and headphones, including very in-depth reviews, look no further than Headroom.