I've never used Jolly Rogers 'phones. I've used phones sold by the detector manufacturers, KOSS and other brands of after market stereo headphones until recently when I discovered RATPHONES. In my never humble opinion, RATs are the best.
In the price range you've set, I'd suggest a set of KOSS stereo headphones with as high an impedance rating as I could find. Look into them at one of the big box stores such as Best Buy.
Good luck and happy hunting.