I have a pair of Sennheiser HD 800s for use at home, and a cheaper set of Westone UM3X RCs for when on the bus.
The Senns are fantastic and have a very neutral sound signature, but they're bulky and have a high impedance, so they're not very portable. My Westones are in-ear with great isolation, have a fairly middle-of-the-road impedance but are also very sensitive, and they have mildly accentuated bass and treble which makes them well-suited for use in a non-ideal listening environment.