For traveling purposes strictly...for on foot and such.
A very simple 2 part sound chain. ASTELL&KERN AK JR (it's a high quality digital audio player that supports any audio format you can think of and it has a killer DAC (Wolfson 8740 chip) built inside the player. Also supports micro SD cards, so gig space is endless. Secondly, the BLUE MOFI headphones (original edition.) these headphones have a very good quality built in analog amplifier, so actually any player that you choose to use will act as a pre amp and you have 2 amp settings (active and passive mode) which allows for either 12DB gain in overall volume or 7 DB gain in bass response.
. The Mofi's are built like a tank. Made for the street, however some are a little put off by the weight. They weight 1 pound. Not a big deal at all I feel. Anyway the JR + the Mofi's are a great street rig. You'll be in reasonable HIFI heaven while blocking out public nonsense.
I use this pairing daily and it's a great investment, especially on your sanity. :)
fair warning though. These fine pieces of audio heaven will run you close to 800$ USD and I know that may seem like a lot to spend, but I assure you it's actually a real steal in the world of HIFI audio.