What the current best headphone you are using? I use Senn IE6s which are pretty nice sounding plus very light. But they are getting long in tooth and with the iPhone 5 coming out it may be time for an upgrade.
I have the beats by dre tour and klipsch s4i. I'd recommend the klipsch simply because they have decent audio quality, but more importantly are extremely light and stay in your ear through heavy movements (not possible with the beats by dre tour unless you are using foam tips).
I've got Bose MIE2i too! I use them when I go running or training...and it's true...they stick to your ear perfectly..and with Bose quality!
My parents also bought me Sennheiser mm70i for my birthday..and I have to say they're also great!
Bass is heavy..but actually highs are better..very clear and o distortions. The sound is pretty clear. And the best thing about 'em is the soundproofing. works in both directions: people around you can't hear what you're listening to, even if you turn the volume VERY up! And you don't have any "intrusion" in your ear, cause they're very isolated from the sounds of the urban forest.
And the price is reasonable!