Thanks for all the advice. Actually I'm looking at headphones with a headband/headpiece and large earpads that sit on or fully surround the ears. I'm trying to avoid earphones(the tiny ones that go into the ear canal) as I am not sure if they would stick firmly into the canal without falling off, not to mention that it sometimes hurts to keep shoving the in-ear rubber piece into the ear canal. I am not sure if the rubber piece of the better earphones has a different shape than the ones that I have so that it can fit into the ear canal better. If the shape of the piece is similar to the one that I currently have, then it will not serve any purpose as I believe it will be equally uncomfortable. Pardon my ignorance as I am really a novice in this.
I listen to mostly instrumental jazz(guitarists) from the likes of Peter White, Earl Klugh, Larry Carlton, Antonio Forcione etc. I rarely listen to pop and rock on headphones as these types of music are best relished at higher SPLs, and listening to these music at high volume levels on headphones may cause permanent irreversible damage if not properly monitored.
Anyway I'll try out some of the suggestions here.
Thanks in advance.