It depends, but usually headphones. Bass, plus sound in general, is better with them than with earbuds. But, I will use earbuds if it's in a quiet space and I don't wanna be a distraction.
Earbuds can't even compare to the listening experience of headphones. I wouldn't wear headphones in public like those pretentious Beats owners, but headphones are a lot more comfortable and encompass you more.
Specifically Apple's original earbuds (not the new ones they just came out with). They are expensive, but they are the only ones that I have found that fit in my ears well. And I hate the ones with the gummy ends that go into your ear.