If I am alone in a quiet room, I almost always choose open-back headphones. They sound more open and more natural, IMO. They avoid the minor-but-real discomfort of being isolated, too. At home I usually use Hifiman HE-560 headphones.
At work, I have to use IEMs or closed-back headphones so that I don't disturb my co-workers. I usually use closed-back over-ear headphones because they are 1) visible, so people know that I can't hear them if the walk up to talk to me, 2) easier to put on / take off when necessary, and 3) generally more comfortable for me to wear for hours vs. IEMs, though I can imagine that is a personal preference. At work, I usually listen to Fostex TH-X00 headphones.
On airplanes, buses, or whatever, including when I walk to a cafe for lunch during my workday, I usually use IEMs because they are easier to bring with me. I have a bunch of IEMs scattered around in different places. The ones I use most often are Final Audio Design Heaven II, LH Labs Vibrato, JH Audio JH-13 Pro, and Zero Audio Carbo Tenore and Basso.
Whatever your requirements, there are headphones (and amps, if you want an amp) to meet your needs. Personally, I enjoy trying different headphones and related gear.