First off, keep in mind that repeated listening to high-volume music will damage any ear. Especially on headphones, people tend to not estimate correctly the volume and crank it up way beyond what the ear can handle.
This is not an urban myth. Just look at the older rock stars (a la Mick Jagger) - most of them are half-deaf.
So, blowing up phones because of the volume is a sure sign that your ear's sensitivity is currently decreasing at an accelerated pace.
Anyway, if you still want to purchase better phones, it might be worth noticing that a good phone may require less volume to provide the same experience. Have a look here:
It's an on-line store with pretty competent reviews. You can learn a few things about phones just by reading the descriptions on that site.
In general, their reviews were dead-on with my own experiences with different kinds of phones.
Now to answer your question specifically:
In the "In-Ear-Monitor" category, look at the Etymotic ER-6i. These are very good quality phones that sound as good as high-end audiophile speakers. They're pretty sturdy too, I know people who use them while riding motorcycles in rain, cold weather and whatnot and crank the volume way up. They also isolate you from ambiant noise very well, better than many earplugs.
Or just make your own choice. Browse the site, read the reviews, see the "Selection Guide", etc.
See if you can find a store nearby that carries many different types of phones - try them on and make your own informed decision.