I don't have headphones, so I'm using earphones. Besides, I don't think I'd really use headphones anyway, as they seem like they'd be uncomfortable to wear while lying down.
I really love my wired iPhone earphones. They're honestly the best. I used to use headphones because I played games with them too, but they clamped my ears so tightly and hurt so much. Ever since then, I've only used my iPhone earphones
I use earphones because headphones tend to make my outer ears hurt. I find in-ear earphones immersive, but they can get painful too, so maybe the size isn't right for me. I guess it's important to find the right size and material for the ear tips!