The more multi purpose a device is, the less quality each purpose will have. iPod and iPhone aren't known for outputting very good sound, Walkman and a few other players are simply better suited for their main purpose; outputting music (yes, the iPod is a music player at heart but has branched off and basically become an iPhone without the phone part).
If you don't want a music player only, your sound quality will suffer, simple as that.
The Dre headset Kowen mentioned is truly superb but you need a fairly good output device to make use of the depth of the audio and get the full range out of them and they cost quite a bit.
Sennheiser also produce good headsets but both that I've had suffered from wear and subsequent audio loss and rattling bass after a fairly short amount of time (one year or less) but this is with extensive use (couple of hours a day).
Like I said though, you'll have to choose between multi purpose or quality of output, simple as that.







