I've had a few brands, I now have a pair of Shure's but am saving/hoping for a wire-free pair of J-birds (available on advanced MP3, ebay and Amazon I think). Shures are great but expensive, they can carry noise along the wire but if you trap them under your clothes for just a cm the noise doesn't seem to carry through and your music isn't disturbed.
I have had many pairs of Sony which rarely lasted 6 months (due to a crackle issue- are you by chance talking about your own pair of Sony's? Its a known problem with the brand).
I've had Sennheisers but found I would run and the cable would carry a thud-sound as every time I ran the cable would hit my body and the thud that was created would travel up the cable and be louder then the music! I tried trapping a cm of the cable under my sports top (just pull it under the strap) but it made no difference and the thud of each step still continued. Could have been just me but I did have the CX300s which is the same pair the poster above me is mentioning.
I've also had JVCs and various pairs of Scull Candy's but the sould was just so shrill I had to bin them. Do not waste your time on these if you value the tone of your music or just like not having headaches.
Amazon is the best place to buy them. Having said that keep your eyes on the sales as offers can come up in stores like HMV and even TK Maxx (though its very rare with the latter). Be careful with Play.com as I've known many who have had money stolen from their account following using them.