The
Lumia 730 has the standard 3.5 mm audio socket; as such any standard 3.5 mm audio jack would work with it.
They say that
Bose earphones are good, but I haven't personally tried them.
Sennheiser earbuds are also good, with good dynamic response and bass definition. Meizu earphones are also surprisingly good, but the durability of the wires aren't really top-notch... the bass definition and treble control were a bit well-balanced, it's just hard to find where to buy one when you're outside China.
If these are a bit pricey, just walk into any audio/music store, pick-up a Sony earbud and try it out; they usually meet most of the day-to-day requirements for music-listening.
BTW, I must mention that the default earbuds that came with my L1020 were also one of the best ones I've used... and am still using, though I always have to find the correct angle of attack into my ear canal to maximize the audio definition it produces. This wasn't the case, however, for my L535 were the sound was just stale and boxy. Not sure where the default ones of the L730 stacks up.