Did you consider some in ear headphones such as the Etymotic 4Ps? The advantages are: extremely small, lightweight, portable and very high quality sound. Disadvantages are: cost ($270), difficult fit for some people (you must pull the ear lobe up and back and then push the earphones way in), blocks out ambient sounds (blocking out the ambient sound could also be considered an advantage).
I love to listen to my Etymotics on planes or in cars because the ambient sound is greatly diminished so you can really get into the music without distractions and without turning up the volume very high.
In a quiet room I like to use my Senn 600s, but in a noisy environment the Senns are not as desirable as the Etymotics.
Unless you push the Etymotics deep into the ear canal, you will not get good bass or treble. The sound will be tinny. But installed properly I like the Etymotics as much as the Senns.
I, too, like analog sound so I record vinyl onto Maxell or TDK cassettes using a Nakamichi deck, and I listen through a Walkman when traveling. The new Walkmans play for hours and hours on one AA rechargable battery. To me the sound is MUCH less fatiguing than CDs.
Best of luck.