Great, I have a choices now. I looked at Sennheiser and they look cute, but I still have to research the price range as the site doesn't mention price.
http://www.sennheiser.ca/main.php?node=ct_00&type=1

Thank you ALL - I will look into Koss and MDR-EX71SL as well. Hopefully it won't be too difficult to choose.

I hope they all HOLD WELL (the wires I mean) especially since I listen to other programs that are designed especially for listening while I am sleeping (Like the Universal Mind).

Thanks again!