On the strength of the music quality of the Ipod dock I invested in some Bose in ear headphones.
They come with three different sized silicon inserts so you can get a really good fit, and once fitted you don't feel them, really comfortable. The silicon earpiece fits just inside the ear and is angled to direct the sound into the ear canal. They come with a lanyard and leather carry case for £79.95.
Sound quality is second to none, deep rich sound for all frequencies and volumes, these are perfect even at low volumes with no loss of bass.
I had Sony MDR-EX300, they fit comfortably but just inside your ear which while good had to be turned up a bit to hear the lower music range. My last ones were Sennheiser CX400 2 which fitted just inside the ear and didn't quite handle the full music range.
They are the best ones I have had so far, obviously more expensive but I feel its worth it for such exceptional sound quality.
Be warned, lots of fakes on eBay, buy direct from Bose or a retailer.