Always be mindful of using inner ear-style headphones, especially if you rock them on a daily basis.

Depending on your ears, your earwax composition, etc, you can run the risk of having earwax build up in your ear canals. You may end up wondering why the world sounds a little more muffled than usual, but chances are you won't notice because your brain adapts. Then next time you go to the doctor and gives your ears a peek, you'll be told you have a buildup, get a nice stream of hot water to clear it out, then be all "holy cow everything sounds so much better now!"

So yeah, be mindful. I've stopped using inner ear headphones because of this.

On another note:

I'm a huge huge fan of V-Moda's headphones, formerly the inner ear ones, currently both sizes of their over-ear M-80 and M-100 models.

The sound is sublime, they're super comfortable for extended wear, they have some great accessories, build quality is outrageous, and they have an excellent warranty program should anything go awry.