As James63 said, for a first pair, consider in-ear earphones, for versatility (on the go, at home, in noisy environments, in a library, etc.).
Happy birthday, and good listening!
Roughly:
Earbuds = Hang in the exterior structure of your ear, no isolation (what's the point of good sound from Yuins if they keep falling out or if you can't isolate outside noise and have to play your music louder to be heard? ... some people's ears just don't accomodate earbuds well).
Canal Phones = Insert (gently) into the ear canal, come with soft silicone sleeves, isolate a bit, very versatile -- don't leak noise outward, easy to carry, reveal a few details you hadn't noticed in your favorite music before.
IEMs = Insert (sometimes deeply) into the ear canal, can take a variety of sleeves (I like foamies but your mileage may vary), isolate a significant amount of outside noise, don't leak noise outward, easy to carry, reveal numerous details you hadn't noticed in your favorite music.
Canal phones: The Crossroads Mylarones are currently popular on Head-Fi -- under $60, shipped, from Jaben in Singapore. Closer to home, Creative EP630's are around $30 online, and Sennheiser CX300 are available in several retail stores; V-Moda Vibes and JBL's also have their fans.
IEMs: In your price range, the Etymotics ER6i's and Shure E2's would offer better isolation than canal phones, but might not have the "full" sound you're looking for (it can be a trade-off -- which is more important for you in your price range, isolation, or bass?). And if you go the super.fi route, Head-Fi posters say you don't need the EB version -- those are apparently real bass monsters, too much even for some bassheads.
