All 3 of these Senns have REPLACABLE CORDS!! That's a big plus
Open: Pros: Good for bike riding, jogging, and generaly hear what's happening around you. More natural sound, less "in your head" than closed. Cons: Bleeds sound, everyone can hear your tunes.
Ear Bud and In Ear Monitors:
Apple Ipod Earbuds: stop using them.
Inexpensive open earbuds w/ volume control: Sennheiser MX 500
Inexpensive closed earbuds, not so hot: Sony MDR-EX81LP
Really good alternatives to the sony, not much $$: Sennheiser CX 300/Creative EP 630
Excellent Isolation, good sound: Shure E2c
Check out www.headphone.com for lots of info on individual models of headphones, as well as some quality headphone amps.