I just bought a pair of Sennhieser HD 202 cans for my daily abuse for $29.95. They are closed-ear, with pretty decent sound. For the abuse of going in and out of the work bag, and any from the gym they seemed like the choice for me.
My old pair of Grado SR-60s were nice, but the open-ear design didn't work for anything outside of the house. [That, and when I had touble with the cord, they charged me $25 to repair it!]