depends on if you want earbuds/in ears or if you want over the ears.
i use klipsche s4 in ears. they stay in your ear, they sound like titties, and fit well (they come with 3 different rubber fittings).
my only con with them for skiing is the cable is a little short, so you might want to pick up an extension, which isnt that big of a con, because i have one with a volume adjust inline.