Second the vote for Sennheiser PX 200II phones for the purpose you indicated. I also have much more expensive Sennheisers for stationary listening, but for walking, trains, etc., you cannot beat the PX's for anything near their price. Sturdy, compact and neutral. A real revelation.
If you want in-ear (which I favor), Etymotic is the way to go. On my 4th pair as I move up the ladder to the top.
Neal
If you want in-ear (which I favor), Etymotic is the way to go. On my 4th pair as I move up the ladder to the top.
Neal