I have the Motorola ROKR's before this and it worked as well while it was locked I could do voice control etc. I just got these Creative's for Xmas and so far everything control wise seems to work for me.
Depending on what style you want (Wired, Wireless) etc you may just have to try a few you like and see which ones work. Stay away from wired headsets aimed towards the iphone as it's been discussed that the plug style is different and not all functions will work on those.
I have not tried any Wired Headsets but I have tried the Motorola RoKR and the ones I have now Creative WP-450's and both allow voice control.