A somewhat controversial choice, but one that I recommend, is the Sony MDR A44. This is a tiny, .6 ounce vertical model that goes for about $25. Don't let the price mislead you; this is a worthy little 'phone. As I recall, Vertigo described its sound as an "open Ety ER-4," and I can't imagine a more apt description.
It's so light that it seemingly disappears in use, stays in place during vigorous exercise, and is sufficiently open that phones and pagers are easily heard. What's not to love?
It will never become your personal reference headphone, but I think you'll enjoy it. For twenty-five bucks just grab one, try it for a few days, and pass it along to some worthy teenager if you find you hate it.
Spad