Hi David
This is always a difficult one as it's very personal to your ears and your tolerance for in-the-ear (canal phones) types. It also depends on the audio quality you're wanting.
Over the ear phones could get too hot as well, if you're wearing them for long periods and if they're heavy, or put too much pressure on the side of the head to get a good seal, they can get annoying too.
Have a look at headphones.com.au for some advice. There are always threads about this on the forums, like this one:
http://headphones.com.au/forums/view...php?f=2&t=7865
They recommend the Audio Technica ANC-9 if you cant tolerate canal phones.
http://headphones.com.au/psingle?productID=666
BOSE (Buy Other Sound Equipment) are overpriced IMO, and don't get me started on Beats

.
Hope this helps
Bob