[cfcubed]

Having had both D2000s & 2003 DT880s @ the same time I give the comfort edge to the Beyers.  See my sig for comparision cans.
DT880s are/were the most comfortable phones I've ever had & AFAIR worn... Think they are the original light-pillow-on-the-head cans

 

[Azathoth]

Audio-Technica ATH-AD700 or the AD900 for me. AT really has the comfort thing perfected with the design of those two.

 

[JayXombie]

Sennheiser HD-228's are fairly comfortable. They sit on your ear, but they are quite light, so you can wear them all day.

 

[Marximus]

I used to think Bose Triports, but they've got some clamp.  Current winners for me are AD700s (used to own), and D2000s, which I currently own.  The AD700s feel a little flimsy, and the Denons are heavier, but are still extremely comfortable.  Possibly the most comfortable headband I've ever tried.