What kind of headphones are the most comfortable and not make your ears warm?
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Something relatively affordable and light, like the Sennheiser PX100s -- if you don't need isolation. Very comfortable, even in hot weather. I really like my Sennheiser 555's, but even as comfortable as they are, they get warm when worn for more than 15 minutes (but then maybe I'm just a hothead, LOL),
Consider IEMs or canal phones for varying degrees of isolation, or good earbuds like the Yuins if isolation isn't an issue -- and if you can stand having earbuds barely hanging in your ear, which I can't ... IEMs and canal phones are more comfortable for me than earbuds are, but your mileage may vary.