The Fuze has is the type of player that works well with a wide variety of headphones so I really wouldn't want you to restrict your search to my suggestions. I don't know enough about your budget, taste in music etc. to make a meaningful suggestion.
Take a look here
, put the needed info together and post it in the headphones subforum. Be sure to give your thread an interesting title and be patient. While you wait I'd look at the User's Review section. I've seen a number of interesting and well written reviews posted there recently.