Headphones or Earbuds?

Most of us listen to music in places where speakers just won't do. But we all have different preferences for how we go about doing that. Some like the big sound and presence of over-the-ear headphones. Others like the portability and isolation afforded by in-ear monitors. But what do you use to listen to music when you have to listen alone? Big? Small? Cheap? Expensive? Noise-canceling?