If you could get past the price tag. The Sennheiser Momentum Wireless headphone is a fantastic pair of wireless headphones, that not just packs, but delivers all the goodies one would want in a pair of wireless headphones.
A phenomenal pair of portable closed-back planar magnetic headphones that you will want to take with you everywhere you go.
A truly stellar pair of headphones and a real steal for the price.
There is no straight forward answer to this question. However, my recommendation is to use a lossless format best suited to your device/platform.
Included headphones are not the best, however, Bluetooth receiver is a very nice smartphone accessory.