My itunes library is all Apple Lossless, and at home l listen through a MOTU audio interface jacked straight into Stax Lambdas making for a very hi-fi rig.
On the go, it's Sony MDR-EX71s, reasonable price and sound, but not great. They do stay put pretty well. But the D-to-A converters on the ipod are pretty low rez, so I can't see spending $1000 to listen to its mediocre sound. That's like plugging Wilson Watts into a Pioneer receiver.
If I cared what the ipod sounded like, I'd be sporting a Headroom Micro Amp with DAC, and a BIG battery pak! AFTER that, I'd splash for the fancy 'phones. The original audiophile axiom - Start at the Source!