Headphones, earphones, earbuds, neurophones, bone-conduction headsets, etc.
I use Telex Model 610-44 educational headphones.
They have excellent sound, stay on my head well, and are almost impossible to damage.
The picture doesn't show it, but after I took it I superglued an Apple Microphone (circa 1991) to the side. Now it's an excellent-sounding, perfectly working headset. Also, all the parts (except for the glue) were free.
What do you use?