i find that headphones are more for the comfort of people around you, rather than you. i usually have to crank my mp3 player up to full power when im on the bus otherwise the engine noise comes through. the rest of the time i keep it at about 65%. maybe i should invest in some noise cancelation headphones, then lower volumes become more acceptable. of course noise canselation is rather expensive. so whenever possible i jack into some speakers.
Or you could just buy these.
http://www.koss.com/koss/kossweb.nsf/p?openform&pc^eb^PLUG
Good points:
1. Sound quality is very good for headphones. I mean, it's good, and I can enjoy even ambient and weirdo electronica without getting pissed off at odd sounds.
2. They're cheap and they have a life-long warranty. They last... well, not too long but long enough. I use them daily.
3. They block sounds and voices from hateful, grim enviroment. They're essentially earplugs with sound. This means you can have much lower volume without compromising sound quality, you won't damage your hearing and you won't offend other peoples with your ****ty muysic.
4. They're rather inconspicious and polite and don't take up several cubic meters of space.