My Mp3/Flac player setup is a Sandisk Sansa Clip+ with Head-Direct RE0 IEMs. Could do with getting some Shure olives for them. For my computer I use Sennheiser HD485. A Bit retro looking, but I like the sound and a fairly comfy.
Sennheiser HD-25's. Bought for DJ'ing originally but get used for gaming and everything else headphone related too. Love 'em, they're so light and you can wear them for hours without it becoming uncomfortable. Sound great as well. Picked them up for a bargain £94.99 new from a on-line shop when they had a sale on.
Goldring NS1000 (although if I had to keep just one these would be it)
(Edit: iGrado - nearly forgot them!)
Sansa Clip+ Freebies
I have some Beyer DT770 Pros that I grabbed in the MM on their way from Scotland too, but who knows when they'll turn up given the weather...
Apple in ear buds (the £60 ones)
Sennheiser in ear headphones CX300,
Sony In ear headphones EX70.
Some Goldring anti background noise headphones for when I get on the plane.