This is my advice based on experience of the best 'bang for the buck' computer (or even room) speakers, full-sized headphones, and earbud headphones. Most products that most of us can afford out there are not any good, at least if you genuinely appreciate music. On the other hand, someone who's rich can throw enough money at a product in a fancy store that they're bound to end up with something that sounds quite good. So that's our dilemma, those who want great sound but don't have a lot of money.
Here's the full text of my response, and maybe it will help someone make a purchasing decision, or you can always ask me further questions about audio equipment, which I was quite into at one point and should be able to at least point you in the right direction. However, I've not addressed car audio or home theater setups or even multi-component quality stereo systems meant for large rooms here. Each of those subjects is very complicated, and would merit a post of its own. We'll keep it small for now.
...I'm big on quality speakers and headphones too, Raelha. I'm afraid my tastes are those of an audiophile and my means are those of someone begging for shekels, though.
However, when I did have a decent income I bought a pair of Klipsch Promedia 2.1 Speakers for my computer, and they are really outstanding (Byte knows this because he bought a set too). Hard if not impossible to beat for the price - they've dropped to about $150, if you can find them. They've been around about 9 years - I know because I've had mine about that long! In fact they're the oldest part of my computer system; but alas, they're finally starting to have problems.
Still, the quality is awesome. No speakers in that price range have nearly the clarity in the mids and highs (which are fully separate on the 2 satellites, with built-in crossovers), and a 200-watt amp housed in the sub (yes, you read that right, 200) - 35 true watts (RMS, not peak) to each of the satellites, and 130 whopping RMS watts to the subwoofer, which is refreshingly built of real wood, is ported, and which bumps low, hard, and tight. You won't believe it when you listen to music on them - they literally sound like a $500+ living room system with a separate amp/receiver. Byte actually used his to play music in the main large room in his house, controlled from iTunes on his computer back in his man-cave!
Put it this way, you'll never have a reason to turn the volume up more than halfway. And the sound doesn't distort at all as you climb that volume mountain, unlike so many other "multimedia" speakers... I will say Logitech makes some good 2.1 speakers now for a similar price, but I don't have as much personal experience with them. So basically if/when you get serious about speaker hunting, you can pay $50 or $100 and get crap that you'll regret right away; you can pay $350+ and get quality audio, some better than others and not always in alignment with the price tag (M-Audio and Marantz are good, so is Boston Acoustics), or you can just do the smart thing and pay $150 (well, the Euro equivalent) if you can still find a pair of these bad dogs out there being sold NEW (don't buy used speakers!), and you'll think it's the best $150 you ever spent. I guarantee it - look at the 497 reviews on the US Amazon page and you'll see why I feel comfortable saying that.
Like I said, one of my satellites is finally dying, and I'm also getting some distortion off the amp now (after 9 years of constant use)... and when I get the money to replace them, I'm gonna replace them hopefully with the same ones!
As far as headphones I would recommend Sennheiser HD 580s (not made anymore, but still sold here and there) or better. It all depends on your budget: I have the HD 650s and they're awesome, but the 580s sound 75% as good for a fraction of the price, and they're a bit lighter and more comfy to boot. Another good buy if you can find them. Stay away from Sony and all the other Japanese brands (Audio Technica being the exception): you need to spend a fortune to get into their professional models before they sound anything like Sennheisers or Grados. Sennheiser do make their own crummy headphones on the very low-end. This is something they started doing not along ago probably to boost sales and profit, since most people are cheap or have other priorities than good sound - or just don't know any better - but it's too bad because it's tarnished their name a bit. The mid- to high-end of the line is still great, though.
Lastly, for earbuds for an MP3 player or SmartPhone, there's a company called V-Moda which isn't well known, but I have a pair of their "Vibe" buds, which were $99 when I got them, and they turned my iPod into a work of art - I couldn't believe the rich bass and clear separation of all the instruments on the sound stage, as well as the dynamic range - especially compared with the junk earbuds that Apple gives you for free (or companies like Sony sell for $20). You might think $99 is steep for earbuds... well that was many moons ago. I just checked on the web and you can get the exact ones I have - Vibe in gunmetal black with a case and multiple-sized fittings for all ears - for $29!! If I had the money I'd go buy like 3 more pair and just store them in my closet in case my current ones die. Which they haven't, by the way, even after about 4 years.
So once again you can throw your money away on something $20 or less and never know what your music really sounds like, you can spend a fortune on Schure, Ultimate Ears, or Etymotic and get great but overpriced buds, or you can pay thirty bucks and get a pair of buds from V-Moda that will blow you away. iPods have good enough onboard amps (barely) to power them properly, too; with cheaper and lamer portable music players, your mileage may vary. Some may be too underpowered to drive a nice pair of earbuds, in which case you need a small headphone amp, or just get an iPod (even a low-end iPod). Apple uses decent amp components on all their models. Not all brands do - you generally get what you pay for when it comes to that. iPods are not the cheapest portable music players out there - but I think they're the best, and worth the money. And there's a model for almost everyone's particular needs and budget.
Well, there you have it - Meta's guide to speakers! (Partial guide, at least....)