Do not use any headphones that are built and marketed as for iPhone.
Apple uses its own standard for whatever reason and features will likely not work. (I read up on that a couple days back when I was trying to figure out why my mom's 4S's earphones' buttons didn't work. if someone can link us, that'd be great.)
Next to that there are two standards for headphones with mic and buttons, some use one, some use the other. I believe the current generation of Lumias are compatible with both, but don't quote me on that. Try to pick one up built for Android since those are likely to be more compliant.