on the right of the brand names it says the prize and open/closed (you want closed)
consider what music you usually listen to, you'd want the bass to be more emphasized and treble more neutral if you listen to a lot of bass-heavy music, though the bass can be boosted with most amps/soundcards
removable cable if you carry it around a lot
active noise cancelling (doesnt matter with closed headphones)
driver style you want dynamic
pads (and headband pressure) matter when you wear the headphones really long, otherwise just try out some pads in a shop and pick comfy ones
or you can pick IEMs
http://3.bp.blogspot.com/_VElvkB24lqs/S7gtAnL22UI/AAAAAAAAAA8/ltJ8NYuzVGo/s1600/IEM.jpg