Opinions are like.....
.... everyone's got one.
I won't get into any argument as to what is better, as I don't feel there _is_ a better; there's just different.
I've been listening to music through hi-fi for probably longer than most of you have lived, with a lot of different experiences at different levels of equipment, always with an ear, though, to great sound quality.
You don't have to pay a lot to get fantastic sound quality these days; and, to contradict that, there are some very expensive headphones and earphones that I think are well worth the money.
I've never sought a "better" system, just differences; I have a number of Sennheiser units, headphones and IEM, and Shure IEMs, and a Sony MDR-7506 I've always found great for a little more isolation when I'm working on music rather than just listening to it... sometimes. Plus I haven't thrown away my iPhone 5 earbuds, nor some cheapie Sony earbuds I got years ago.
They all sound great! They emphasize different things, different parts of the frequency range, different levels of sibilants, with varying levels of distortion (there is no distortionless transducer; they're all basically pretty optimal if they're less than ten years old, though). Systems with more bass emphasis tend to reduce the sense of presence; systems with a slight midrange emphasis tend to emphasize vocals; systems with less bass and more treble have more "soundstage" (I don't like to bandy such impressionistic terms around much).
IEMs I think tend to be a little more precise in response to transients, simply due to the nature of the technology; less material to move and stop with high-powered magnets. OTOH, the strength of the magnetics in most modern headphones has great control over the drivers as well. I do think you'll get less distortion from mass acceleration/deceleration with IEMs at a lower price point, though; but these are vanishingly small differences.
The biggest secret I've found, though, is this: don't switch frequently between systems. Get used to whichever one you've landed on. The brain is an amazing thing, and contours your experience of what you hear around whatever spectrum balance and so on you're listening to. The minute you switch, there's a difference which will always be initially discernible; it will sound "worse" or "better" based on what you're expecting, whether you want more bass, impact, soundstage, air, whatever. Every unit I've ever heard sounds horrible coming from the last one I listened to, at some level.
Specifically as well: listen to music you are very familiar with on your choices. See which sounds good to you, and ultimately, trust your own ears above over any internet opinions you may hear, or sales pitches, or graph curves. Then, simply, enjoy. The endless pursuit of "better" is a cycle you'll be chasing forever if you get started with it, with frustration and a little perspective at the end of it.
One last thing: different systems sound different in different environments, with different music. I'd never take headphones on a plane trip, for instance. The bass on my IEMs which is fine in a quiet home or work environment will sound "too thin" in a noisy environment, again, say, a plane trip. Some of my headphones sound great turned up; others sound fantastic and more detailed turned down. Ditto the IEMs. I feel like every system has an "ideal" volume level you have to find to listen at, and again, whether it seems loud enough or not is very much a result of what you condition yourself to. Everything sounds compressed, peaky, congested, lacks detail once the volume gets past a certain level, and loses detail and air if too low -- you have to find the right balance there for yourself, too.
Oh and if you do like different headphones/IEMs, there's nothing wrong with having more than one, either; each has something about it to enjoy, just give it time and a listen and don't pursue unachievable ideas about perfection.
Hope that helps!
