Here's the best piece of advice to start with: read the packaging before you buy. If it says "Made in China" don't buy! A surprising number of name brands now source their stuff, especially "accessories" like headphones, from China. It's all crap.
Having said that, my next piece of advice is that you really don't need to spend a whack of money to get something very good. I've owned everything from Koss, to Senheiser, to AKG. All of their best models - back in the good old days. Still use a pair of AKG 240s when doing home recording.
However a couple of years ago I wanted something that would work with everything from my home components, to my computer (Sony Vaio with built in DVD - when on the road), to just about any airline's in-flight entertainment system (using an adapter plug that fell into my briefcase years ago from a Canadian Airlines flight). It had to be light, fit easily in a computer soft case, and have excellent sound as well. It needed to fit comfortably for at least a couple of hours AND provide enough external sound isolation to be able to comfortably drown out the screaming toddler in row 16! I happened by a run-of-the-mill mass-market sound place in Vancouver and auditionned a half-dozen or so. The only one that met (or was judged likely to meet) all of the criteria was a set of Denon AH-D210's. They were less than $100Cdn at the time. I still use them often and am very happy with them.
I'm sure there's lots of "high end" stuff out there - and some pro models. Your call if you think it's worth it or not. If I were you I'd draw up your own list of requirements and then go out and audition a bunch of them. Make sure that you plug them into numerous pieces and types of gear since with headphones it's pretty easy to get some impedance mismatches that will really screw things up. (You may not be able to get much volume. You may get way too much. You may overload the headphone amp. Etc.) You'd hate to get them home and find out that they don't work with that one piece of gear that you were really hoping to use them with!
Good luck.
Jeff Mackwood
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Jeff Mackwood