I purchased the BOSE QuietComfort 35's - and they felt nice, were lightweight, cancelled noise well. They did not give me a headache, etc. For my personal taste, I found the bass lacking. I like to listen to dubstep when it gets noisy at work (something that I can just zone out to and not have lyrics to listen to, etc). And the lows just didn't hit hard enough for me.

Shortly after, I returned them and got Sony WH-XB900N -- after reading many reviews on both headsets. They are also lightweight, do not give me a headache, and were easy to set up / pair. The bass in them is amazing. If I'm ever distracted, throw them on, turn on some dubstep and just feel the music. It's a totally different experience. I feel much more immersed in the sound with them.

I should say that prior to purchasing either of the above, I only used the stock earbuds that come with the iphones. They weren't so compatible with the shape of my ear canal though, and my ears would start to hurt around the 30 minute mark.