Many full-size headphones have material (in some cases many layers of material) in place to prevent this from happening though; it's a fairly rare problem as far as I know. I'd only worry about dust if you live in an extremely dusty environment (or never clean (both yourself and your stuff)), or if you're dealing with electrostatic headphones (I keep mine covered when not in use, I did not pay a fortune for the STAX bag). I keep my equipment inside as well.
I have heard about Grado headphones being more susceptible to this than other models, look up "grattle" - I'm not sure what exactly indicates if it will be a problem or not or how to address it (neither of the Grado headphones I used to have had this problem, but I'll admit that I'm not a Grado person and didn't keep either of them for an exceptionally long period of time).
And all of that said, I've heard very few complaints (if any) about many popular dynamic headphones (aside from the Grado grattle - which I've seen a lot of mention of recently; perhaps because I avoid many Grado threads) regarding hair/dust destroying them.
Quote:
Originally Posted by
fabio-fi 
A hair on the diaphragm is a problem on full size headphones though.