Headphones were my thing before I got into stereos and stuff like that. In my personal opinion, all the suggestions made here are very good. But it all trickles down to the type of sound signature you want. Some good closed cans I can list are:
1-Sony Mdr-v6 ($71) A very neutral headphone. Good mids, highs. No bass bloat IMO.
1-Sennheiser HD280 ($80) Extreme isolation in a closed Headphone. Slightly anemic bass.
1-Audio Technica a500/700 ($98 and $140) Very balanced overall sound. Good for rock and metal. Speedy, controlled bass. Cheap pleather pads.
1-Equation rp21/rp22x ($85-$90) Plenty of awesome bass. Slightly recessed mids, good highs
1-Audio Technica ES7 ($110)
2-Beyerdynamic DT770 PRO ($150) Bass monsters! Also a good gaming/movie watching 'phone.
1-Denon d1000 ($130)
My suggestion is to read reviews about each one on
www.head-fi.org. Id also reccomend buying used from there, just to get the best for your money. Great people over at that website.