Sticking with budget items for now, but I end up spending a ton on too many budget things anyway over the past few years, thanks Head-Fi...
JVC FXD80 - amazing for the money, insanely fun sound signature without having a recessed midrange, out-of-this-world instrumental separation and airiness, transient response is unheard of at this price range of around $80. Seriously, these are probably the best IEMs for under $100. Top-notch quality from JVC/Kenwood, only available in Japan.
JVC S500 - the best headphone money can buy for under $50 hands down. In fact, it only costs $35 when converted from yen to CAD (also only available in Japan) and I assure you, thanks to Head-Fi's massive 500 page appreciation thread on these, I am a disbeliever turned believer. These things are outstanding, and surpass many cans I've heard that cost nearly 10 times as much, not kidding at all. They need a good 100 hour or so burn in, but after that, they are unbelievable. One of the most versatile on-ear cans you'll ever encounter, that really sound more like full-size cans than portables.
I have mine with Audio Technica WS55 pads, as the stock pads are not so comfortable. Putting these on makes these into over-ears, much more comfortable and balances out the bass.
Panasonic RP-HTX7 - the hipster over ears, used to love these until I discovered the S500s, but I still do like these very much. A very clear and well-balanced sound signature with tons of brightness which I like. Also wonderful sound isolation.
And then some old cheap Sony IEMs, EX300s, EX500s, EX57s, and some old UE350s I use for working out.
Honestly my PC audio setup is more significant than my headphone collection at the moment. Have Fostex PM0.4n monitors hooked up to an ODAC, pure unmolested audio bliss.
