can you give a bit more information about your travel please? things like do you carry a bag with you all the time you could pile an ipod, amplifier and large headphones into, or do you want to be able to stash it all in a jacket pocket?
if you want full size cans and have space to put them, something like ultrasone 780's, sennheiser HD25's, audio technica ESW9's will do you a real treat. just make sure their sound signature is to your liking (ultrasones are slightly bass heavy, quite sharp treble, but very detailed. sennheiser has less accurate bass, but overall a more laid back and smoother sound. ESW9's are very smooth, good vocals, but dont isolate as well)
a portable amp isnt essentual, but it will make an improvement. how much depends on the headphone chosen. again, only get one if you have plenty enough space for all the gear. ask over at headfi for advise on these, my knowledge is limited to what ive heard.
theres a fair bit of choice with DAP's (digital media players, also called PMP's (personal media players)), but it mostly depends on how much music you have and in what quality. the cowon D2 has a good quality DAC and headphone amplifier built in, as does the Zune. the ipod classic does a good job as well. the ipod classic has a capacity of 120GB, and zunes can be found with 80 and 120gb of storage as well. however the D2 only has 16gb.
smaller DAP's such as ipod shuffles/nanos etc generally have cheaper and poorer inner components, and are best avoided if sound quality is the primary concern.
if you dont fancy carrying all that stuff around IEMs (In Ear Monitors aka canal phones) are definately worth a look. i own a pair of head direct RE0's which cost me just £60 but the detail they provide is well out of this price bracket. they are commonly compaired to shure SE310's, sennheiser IE7 etymotic er6p, which which cost 2-4 times the price. they play just fine out of an ipod classic, but sound even better out an ibasso D10, though not enough for me to deal with the hassle of carrying another box of tricks.
if you dont like IEM's, yuin do some classic earbud style headphones. PK2's have had rave reviews, and the OK2 are meant to be even better. they are about £50 + shipping. the PK1 and OK1 are supposed to have even better SQ again, but need an amp as they are 200ohm phones!
hope atleast some of that is of use.