I've had great results with Marantz Pro MPH2 phones. They are only around a hundred dollars and I have bought two sets on Musician's Friend Stupid Deal of the Day in the past couple of years for far less.
They have a replaceable cable, which is nice because the part that usually breaks if anything does.
Great frequency response, 10-300, not that we can hear those frequencies anyway.
They also make MPH4, which are only slightly more expensive but I haven't tried those.
If money is no object you can get top of the line Sennheiser for around $1400.
I have been able to mix my keyboards with the MPH2 phones and the sound needs very little tweaking when I plug into my p.a. and/or make recordings.
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DonM