Heh. Boy the CD3000s would look funny on the streets.
Alright, since cost is no object, here are some PCDP recommendations that can resist shock to some degree, approximately in order of sound quality (as far as I know):
Sony D-311 - no electronic skip protection, but won't skip while doing normal walking if placed in a backpack or such. Excellent headphone out and line out (ie. with an amp) sound quality. Cost: $225-$300
Sony D-515 - 3 second ESP (if I remember correctly), also excellent sound from both headphone and line out, though maybe not quite as good as the 311 (close, though). Cost: $300-$400
Sony D-211 - no ESP, again won't skip during normal walking. Excellent, agressive headphone out...good for rock supposedly. Line out quality good, but not the best. Cost: $75-$150 (and rising daily)
Sony D-E905 - ESP (10 sec?), one of the best true portables, better skip protection than those listed above, excellent sound quality, hard as hell to find. Cost: $200-$300 (if not more)
Sony D-777 - ESP (10 sec?), another great portable, similar look to the E905 and similar shock protection abilities, sound quality excellent as well. More common than the E905. Cost: $150-$225
Portable, Circumaural Headphones:
Sony D-66 Eggos - circumaural design, pretty good sound without an amp, and can be folded to a smaller size. Cost: $60-$80
Sony V6 (7506) - circumaural design, not as portable as the D66s , but still can be driven pretty well from a portable. Slightly bright sound (ie. treble a bit more pronounced). Cost: $50-$70
Audio Technica A500/A900 - haven't heard these two, but they're circumaural and heard of some people using them portably. Not positive about the price.
Can't think of any other circumaural headphones at the moment that can be used portably. There are plenty of other phones though. This is at least a start. None of the PCDPs are still in production, but they're some of the favorites of the portable community here. As for an amp, the Supermini V6 is supposed to have good sound and can drive better phones, and the Mint would work as well.