Try on-ear headphones, like the Koss KPH40s and Koss Porta Pros. A pair of Koss KSC75s on a cheapo lightweight headband has been my professional and home setup for years now and I can wear them for hours and hours on end without fatigue.
You can also go with in-ear monitors. I personally get a mild headache from the audio seal, so I tend not to wear them for too long. Check out Crinacle and Hangout Audio for IEM recommendations.
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