So working at a radio station is less about having a high fidelity set of headphones than it is having reference headphones that are reproducing the sound accurately and are comfy. When I was there, I had a pair of bog-standard ATH-M50s, which are a relatively cheap and very common closed-back headphone. The station headphones were Koss something-or-others that went for like $30 each and were adequate but not particularly good at anything.

For headphones you might like to use every day, it's a much different question. What do you have now? What do you like/dislike about them? What do you listen to? And so on. Many questions to consider!