You need to adjust the headband so that your head fit in between the cups. It's a rigid steel rod, and not an "auto-adjusting" metal ribbon like John Grados.
To me Grados are the most comfortable headphones ever, (but only once you know how to deal with them, and regarding tips and tricks on how to do that you ask devouringone3). They are also the coolest to wear in summer and the fact that they are on-ear is great for those wearing eyewear.
As usual for me, all the following are Grados:
– Symphones Magnum (v2)
And then any pre-"i"/pre-2009 plain black ABS plastic small cups Grados.
As far as how they stick out of your head:
The RS-1 does stick a bit...
But not the HP 1000 (I mean, cups don't stick as much).
My only gripe with the Sennheiser Momentum is that their cups can't pivot or swivel to accommodate different head shapes(*Edit! They do pivot because of a ball joint). Sennheiser assumed making a headphone for a average mean of head sizes is going to be "comfortable enough"... when in fact it's just not going to be optimally comfortable for anyone other than the standard dummy head it was sized onto. The Sony MDR-1R did a lot better on that plane. Though I love the infinite levels of cup height adjustments of the Momentum. Anyway, Ergonomics > Style, for me.
Oh yeah, example of that pivoting and swiveling I'm talking about (right from the page product)
MDR-1R image from taken from its official product page (Click to show)
I personally really dig the look of the Stax Lambdas in general, and the SR-009 my favorite Stax look-wise, and most of the vintage cans posted so far.
Yamaha YH-5m (orthodynamic iem)
And most of the headphones on this Japanese vintage headphone collector's blog http://yaplog.jp/headphones/
Edited by devouringone3 - 5/12/13 at 8:57pm