We recommend the high-quality earbuds included with the Thinklabs One. If you would like to use others, remember, it's all about the bass. Many body sounds, especially heart sounds, can only be heard at low frequencies. So choose models that have excellent bass. We recommend Beats Pro; SkullCandy Crusher; SkullCandy Hesh3 over-the-ear and AKG Y40 on-the-ear headphones, but other high-quality audio headphones also work well.
Noise-canceling headphones usually have their own built in amplifiers, so you can get great results with those.
For in-the-ear headphones, select earbuds that form a good seal in your ears, addressing two problems simultaneously: First, a great seal will give you good bass. Second, sealed ear tips block out external noise.