First headphone: Sennheiser HD-280 Pro
It was the first hi-fi headphone I've ever owned and is still the best full size can I own. I'm looking to change that over the summer though.
First IEM: V-Moda Bass-Freq
I bought these because they were cheap and my most recent (at the time) pair of earbuds had just broken. The big bass fueled my bass obsession and was perfectly good...at the time
First Hi-Fi IEM: Head-Direct (HiFiMan) RE0s.
Then I got these in January after discovering this forum. Oh boy. These are currently the best all around IEMs I own and have started my obsession with not only IEMs but sound and science altogether.