The Ipod has an 1/8 audio output jack. You can go to your local music retails store and buy whatever studio headphones that strike your fancy.Drummer's cans can work well.Being a musician , I know that some are cheap and some are very expensive.You're going ot find way better sounding headphones at a good music store than you will through a generic source. Maybe try looking for your local "Guitar Center" or "Sam Ash"
http://www.sweetwater.com/c412--Headphones/popular/pn5I'm sure you can get something cheap from a store like radio shack.