One that a lot of people seem to like for MP3 players is the Sennheiser px200, I've never heard it though, but my wife uses it's predecessor, the PX100 and it's pretty good for what it is, it's semi open though so it's not noise canceling.
Real Maiden Fan, from personal experience with the PX100 and PX200 respectively, I would urge you to stay away from these models if you're still looking for headphones (as opposed to earplugs). I've had the PX200 as my very first closed-back, supra-aural pair of phones and I was blasted away by their sound because I had no reference at the time other than cheap Sony's, which were open. I actually got the PX200 when I was just starting out with Iron Maiden, in 2005. What I can tell you is, compared to any open or semi-open headphones, closed-back is always a good idea for metal because they just drive the middle frequencies a lot more into your ears. There are open headphones that can produce the same feeling of "pressure" on your ears with the mids, but closed-back simply gets all of the sound, including the all-important mids (guitars!) right into your ears, without air in between, if your phones are sitting snugly on them. But that's where the PX200 don't shine; they have a very flimsy construction that can easily break when you don't treat them well, and they also don't fit on everyone's ears because they are so small. They do draw a remarkable bass for the size, but I find that especially for metal, if you have overly much bass, it tends to get muddy. There are better phones than the PX200 just when it comes to bass playback, and then the construction was what ultimately killed the PX200 for me - the cable insulation started to get cut up, then it ripped away slowly over time and the exposed wires broke. End of a headphone pair's life.
Especially for cabling, I recommend that you get a pair of phones that have detachable cables, so that you can swap them out in case they break (good cables don't, but you get the idea). There's a pair of phones that I highly recommend as a substitute for the PX200, if you're interested in having mobile, comfortable and lightweight phones that you can get around with - the AKG K 450 (without noise cancelling) or K 470 (with noise cancelling). I have no idea how good the NC is on the 470 since I don't own them, but I do own the 450 ever since my PX200 broke and they are far superior in sound quality, construction and comfort. They are very well designed, can be folded down easily, come with a box to store them, have two detachable cables that are incredibly thin (one cable only on the left side!) yet very robust, and the pads on the phones are soft like velvet and will really suck themselves down on your ears with ease. The headband is also padded nicely, so they are very comfortable to wear (important for me as I tend to get headaches from unpadded headbands quickly).
The sound of the AKG K's is very distinct, with the highs being very smooth and easy on the ears, yet very defined. They lack the ultra high detail you'd need for production work, but for listening they are a joy that will keep your ears fresh for a long time. The mids are extremely punchy, but you can turn the volume up (and they are quite loud too on an iPod) without feeling like your head explodes (Bruce's vocals simply sound great). As for the bass, I have noticed after over a year that it is a little muddy at times and not as precise as it might be with ear-cupping phones with larger drivers, but the bass is very enjoyable no matter what music you listen to. Basically, I think they have a very slightly boosted low-end and very finely cut high-end, with the mids untouched and pretty flat. For rock and metal, female and male vocals, these are great. And last time I checked, they cost between 70 and 100 Euros; however the K 470 with noise cancelling might be more.
One more thing, do *not* buy the K 430. These look similar, but are cheaper and sound cheaper too. 450 or 470 only! And AKG really makes good products; I've used headphones and studio mics from them and I like the brand a lot more than Sennheiser by now.
Oh, about your ear problems, I think I know what you're referring to. I have perfectly good ears (says the doctor), but after listening to loud music (while producing especially) for a few hours, sometimes I get the feeling that my left ear "closes", as if I had air pressure on it. Sometimes that is accompanied by a low noise in my ear. I know at that point I *must* stop and take a break doing something relaxing, until it goes away. It's nothing that is permanent or like an illness, but my ears seem to be sensitive too. Take care of your ears if you have experienced this phenomenon; never go to metal concerts without ear protection (there is very good protection for a fair price from brands like Alpine; you can get them in any music gear store) and don't overdo it with long, loud headphone sessions.
I hope you'll let us know what gear you're getting!
Do you think I'll have this problem with Monster Turbine Pro Copper? 
