I'm a big fan of Sony headphones. I've had a Sennheiser too but this had an extended frequency response in the low end which I found a bit unnatural sounding so close to my ears. The high end Sennheiser models are a bit more comfortable to wear though because of their softer padding. This becomes noticeable after a couple of hours
I can recommend the Sony MDR-CD770 but I don't know if they are still for sale. I paid around 200 euro for them a couple of years ago. This model sounds the best of all the headphones I ever tried but the drawback is that it looks a bit weird with two arches sticking out above it, but since you'll mostly be wearing it privately indoors you don't need to worry about it too much.
There are only three brands that make studio quality headphones (Sony, Sennheiser, AKG) so the choice won't be too hard once you set your budget. Expect to pay around 150-250 euro for a set of good headphones, but these will last you for 5-10 years, so it's a good investment.
I would stay clear of wireless headphones, you lose signal quality in the transmitter and the receiver.
There are two types of headphones: closed and open.
Closed headphones do a good job of minimizing environment sounds from entering, and you won't disturb anyone around you with the sound coming out of your headphones. You do get scared more often when people suddenly pop up behind you, and the phone keeps on ringing forever.
Open headphones are less tiring for the ears after several hours, but you can hear outside noise coming in, and the sound also leaks out.
Some advice:
- the weakest part of a pair of headphones is the cable. Try buying a pair with a cable that can be unplugged and exchanged for a spare one if it is damaged.
- some headphones (like the sennheisers) use a custom mini-jack > jack adapter which doesn't fit on other headphones. A standard adapter fits on the sennheisers without problems though. It's surprisingly easy to lose the adapter - be very conscious about where you put it
- Don't turn up your headphones too loud, mind your ears, you need them! ALWAYS turn down the volume before you plug into a jack you are not familiar with, especially when you plug into a DJ mixer. DJs are known for their ridiculously high monitoring levels.
- Only plug into headphone jacks. If you would accidentally plug into a speaker jack they will blow and your head too.
- Don't plug in the headphones while you wear them, a static discharge can cause a loud click.
- Be very careful with them, don't put them in a backpack or on a chair. Don't drop them. Treat them with respect
- Don't EVER lend your headphones to anyone. They will probably be broken when you get them back and you'll have a hard time getting your unlucky friend to cough up 250 euro for a new pair.
- Mind the cable if you rush around from your mixing desk to your keyboard, if it gets stuck somewhere it's gonna hurt. If you got wheels under your chair make sure you don't roll over your cable. Make sure the cable never gets tangled up, unplug the headphones every day and unroll the cable to keep it nice and straight.
- Keep them clean.
- Get to know the sound of your new headphones by listening to a lot of records that you know very well.
Sony
Sennheiser
AKG
check em here 
