At home I used Senn HD600s with red Clou cable and a DIY opamp-based amp (or the Arcam A22, or will use the Melos SHA-1 when it arrives) - but I have all my CDs here, and there's not much reason to listen to MP3.
Travelling I have the Sony sealed earbuds (they have some stupid long name but I can't remember it, new models) and am working on the DIY battery-powered amp with integral charger (almost done) or a Total AirHead. I'll be travelling for a fair bit the rest of the year and I will probably pack the HD600s for when I arrive and use the earbuds just for the plane. I just got the Toshiba 30G hard disk and it is 5 minutes work to put it in the PJB, now I can take nearly everything with me.
A word on the earbuds - the sound is acceptable. Where they really win is in noise isolation. I have Sony MDR-NC20 noise cancelling phones and these buds are better, while not requiring batteries, and they are much smaller, more comfortable and sound better too. Don't ever spend money on active noise cancellation without trying some kind of sealed buds.