I've never really bothered. I only use earphones for on the go on the train etc so it seems silly spending too much, so i just have a cheapish pair of Beyerdynamic MMX100's, they cancel out some noise and sound pretty damn good when its quiet enough.
If i want to actually sit down and listen to music at home i much prefer proper headphones or my speakers if i'm lucky enough to have some peace in the front room!