In reply to Bobling:
If you have a very healthy budget ...
http://www.jaybirdsport.com/freedom-bluetooth-headphones/ are impressive (once you have overcome the quite fiddly setup of deciding the various combinations of ear tips and ear fins, and setting up the EQ via their app to your taste).
I rather reluctantly bought these after having many sets failing very basic expectations like fitting well, consistent Bluetooth connnection, reasonable sound reproduction, ease of use, etc. No regrets so far. These far exceed my expectations and have some added pluses over others.
Post edited at 16:34