Re: I need invincible headphones!
For semi-invincible, yet reasonably priced, check out those Vic Firth headphones (you see 'em at Guitar Center). Good sound isolation for playing. I swear by my Ultraphones by GK Music, but those are expensive ($300 when I bought mine).
For general critical listening, the Sony MDR-7506 is a best bet. We use those everywhere at Disneyland for listening and those are the cleanest I've ever owned (the insides of my Ultraphones are the same parts, too).
If you want in-ear earbuds, look at the Shure SE115 clears, good isolation and very sturdy compared to other buds. But also, like the Sony's, cost around $100. The really sturdy Shure in-ears would be something like their old (now discontinued) E2c or SCL2 ear buds. If you can find those, the price just goes up.
I don't know what you've been using, but if you've been buying new phones all the time because you're breaking them, either they are too cheap and you need to spend the right amount, or you're too tough on them and need to exercise more caution. Good luck!