@ tobyhowl.  There are a number of great wireless headphones you can get for around $30.  Anything cheaper and you're going to end up taking it back to the store when it's broken and buying a new one for even more money.  

• The one I have that I love, great sound and great comfort, is the Motorola S805 Wireless headphones.  Get it at Fry's for cheap... it is often on sale. Don't buy headphones/ electronics in general online, because if you get a lemon, it's a hassle to return and you just waste money to ship it back.
• For an extra $10 you can try the RCA WHP1401 or the Sennhesier Rs110, both with great reviews.  I have not personally used these, but I've been told they are great.

Good luck to you! 

There are higher priced options available, that deliver tremendous sound, but the price on these is right:

Sennheiser Rs110 926 Mhz Wireless Rf Headphones These Sennheiser entry-level headphones are an ideal choice for people who like to walk around the room while listening to their favorite tunes. The system features a 900 MHz wireless transmitter that broadcast a powerful signal throughout the room--and even through walls and ceilings. Should listeners wander upstairs or outside, they can still enjoy the headphones' warm sound and strong bass response provided they stay within range. The RS-110 headphones are also ideal or listening to late-night TV without waking up the rest of the house.A nd thanks to the lightweight, soft ear pads, the phones feel comfortable through hours of use. In addition, the phones include replaceable parts, so users don't have to buy new headphones each time a part wears out, along with a pair of AAA batteries. So don't get tied down by restrictive cables. With these Sennheiser headphones, users will enjoy a whole new world of wireless convenience.

Sony MDR-IF240RK Wireless Headphone System

Get ready to rock with Sony's MDR-IF240RK Wireless Stereo Headphones System! This complete kit which includes a Transmitter and Headphones offers features like its lightweight, open-air design, 30 mm Drive Units for deep bass, up to 60 hours of battery life with an optional alkaline battery or up to 35 Hours of Battery Life with the supplied NiHM Rechargeable Battery, and a Transmission Range up to 24 feet. Also utilize the Transmission Coverage Angle - up to 90 degrees. Permitting an easy connection to your home audio system, TV or VCR, theMDR-IF240RK provides a personal entertainment experience you can move to.
Sylvania SYL-WH930GB Wireless Headphones (Black) The Sylvania Wireless headphones are the best valued RF wireless headphones on the market. Listen to all your favorite shows without disturbing anyone or being disturbed. Say goodbye to all those messy tangled cords. Works with TV's, Stereos, Computers, MP3 and personal audio. Also great for doing chores around the house or light exercising. Comes with all the accessories you need to get started. RF, which means it works on a radio signal so that it can work from room to room, through walls