Here are some headphone suggestions - some of the descriptions are from Jason Corey's excellent book.
Corey, J. (2010) Audio Production and Critical Listening: Technical Ear Training, Elsevier Science & Technology Books.
The headphones below are all geared towards accuracy, but this is all still somewhat subjective and comfort is also a concern. It is best if you can try the headphones first, or at least make sure you know the return policy. You should also look at this guide / policy from the EMF department.
Sony MDR 7506. This model from Sony have become somewhat of an industry standard for studio monitoring. I have been using these for years, and they are a very good all around pair of headphones - 7506 - 100.00. If your budget is very tight, you could also look at the sony 7502's but I think the 7506's are worth the extra money in the long run.
Audio-Technica ATH-M50. This model is a closed design, meaning that it blocks out a substantial amount of external or background sound - used in a lot of studios. 160.00 You could also check out the ATH-M40's at about 80.00
Sennheiser HD 600 and HD 650. Both of these models are open design and on the higher end of the price range for headphones. They are also circumaural in design, making them comfortable to wear - but not so good if isolation is a concern. In addition to the high end 600's and 650, there are some lower priced models as well. HD 280 - 100.00 HD 380 - 200.00 HD 600 - 400.00 HD 650 - 500.00
Beyerdynamic DT770 Pro. This model is also a closed back design with a comfortable circumaural fit. 230.00 I don't know these phones so well, but a few engineers I know really like them...
Shure, AKG and a few other companies also make good headphones. Try to steer clear of any headphones that are described as DJ specific or are sold by Dr. Dre - at least for critical listening, since most of these phones have supper hyped low end.
There are also many good consumer / hi fi headphones. These are usually not ideal for professional / studio use, since many of them are open ear designs and don't work so well in terms of isolation. They are also not normally as rugged, but this depends on the design. Even so, these can be a good second option and can be quite nice for home / causal use. Once popular example would he the wide range of headphones made by Grado.
Grado. There are a number of models in the Grado headphone line and all are supra-aural designs, meaning that they rest right on the ear, as opposed to being circumaural, which surround the ear. Furthermore, they are all open headphones meaning that they do not block outside sound and thus might not be appropriate for listening in environments where there is significant background noise. Grado headphones are an excellent value for the money, especially for the lower end models, despite the fact that they are not the most comfortable headphones available. Start around 80.00 for the SR60i and go up from there - way up...