I like keeping out the ambient noise;
not a fan of IEM's (for a whole bunch of reasons)
You might want to check out this video on tested: http://www.tested.com/tested-three-headphones-for-listening-to-music-in-bed/47-491/
They test three headphones specially made for listening in bed.
probably because..since they are small, fragile and elongated. makes a perfect bend and break situation when you turn.