I also have the Nokia Purity Wh-920. I picked them up since they were decent price (should be within your budget) and I knew they would work with the Lumia. Vocals were surprisingly good, the mids in general are pretty good. Highs are adequate, not too harsh but lack real clarity. Lows are decent, but don't really have that deep boom or thump. Sound stage is pretty decent as well. Overall, they are pretty good for the price, plus you have in line remote control and mic. The controls for skipping/pause/play are a bit finnicky though, sometimes it doesn't do what I want. That would be my only complaint. Comes with a nice package, including carrying case and different size ear pieces.
My other headphones are the AKG K240 MKII and I recently picked up the Audio Technica M50X. Picked up those because they were well regarded in terms of price/performance in reviews I saw. The M50X's are awesome, but they might be just out of budget.