Whats the Difference ?

There are four main types of headphones; in-ear, earbud, supra aural and circumaural. The in-ear headphone is also known variously as the canal phone, in-ear monitor or IEM. It fits directly into the canal of the ear and is enclosed by an ear cup that can be either open or closed. The closed one gives complete isolation from outside sound, though there is some distortion of the sound heard through them. The open housing allows a small amount of sound in and out. They are usually marketed with a couple of different sizes, but they can also be made to fit by having an audiologist take an impression of the ear canal.

Ear-buds sit inside the ear, but outside the ear canal. While they are inexpensive and popular, but don't keep outside sound levels down, so are often used turned up to drown it out. The problem is that being used too loud increases the risk of hearing loss.

Circumaural headphones are said to give the most realistic and accurate sound representation, although to get a high quality pair, you have to pay top dolar.

At the end of the day it all comes down to personal preference, and the only person who can make the choice of what is better i yourself.