Not sure what 'cheap' means to you!
A price range would be very helpful, since headphones range from $1-$12,000 and beyond. To the $100 set, $50 is cheap, while to the $12,000 set, $2000 is cheap!
Really cheap? I like and enjoy my Panasonic RP-HT21 headphones which cost around $7. They sound better than anything under $25. No, don't expect great HiFi, but they are amazing for what they are.