Personally, I prefer over-the-ear headphones more than earbuds, for comfort reasons. Headphones also provide better audio clarity, in many cases, because less sound is able to leak out. The problem with headphones is that they are big and bulky-- much less portable than smaller earbuds. Conversely, in certain circles the size of one's headphones is a symbol of status.
Inflatable headphones should be made that can be folded up when deflated, for easy storage. They would just consist of a headset-shaped airbag with two well-placed speakers and a cord. You could inflate them larger to seem like a real audiophile, or to make them fit better.-- DrWorm, Sep 02 2010random, halfbakery