The best: UltraSone 550 / 650. Not only do they have the best sound, but they are the safest for your ears. They use a technology that does not broadcast the sound directly into your eardrums, unlike the other brands. You can therefore listen to much louder music without damaging your ears. For me it was an easy decision: If I spend thousands of dollars on a keyboard, I can spend $200 on my ears.
Chony
http://store.robotspeakstore.com/ulhf1.html (These are the 550s, I personally bought the 650s but apparantly there's not a massive difference.) (Nigel, I would have put on a samedaymusic.com link (synthzone sponsor), but they don't have it.)