There are essentially 2 types of headphones, Closed-type and Open-type. Larger studio-style headphones like the Sony MDR-V600 are closed-type, which don't leak as much sound outward and also block incoming external sounds better. But they are much larger, heavier, and usually more expensive. Virtually all portable headphones are open-types that will leak sound to varying levels and let in more outside sounds. The design does allow for lighter and smaller headphones while producing better bass and overall sound.
The shape of the earpieces will also make a big difference in how much sound is leaked out/let in. The more expensive and larger headphones have "earcup" style earpieces that enclose your ears, whereas the smaller lighter types have flat "on-ear" pieces that may, or may not, make good contact with your ears depending on the shape and design.
In-the-ear type headphones (earphones) are generally of the open-type, but due to their design and the fact that they enter into the ear and usually channel more of the sound in, they leak less sound than traditional on-ear headphones. The downsides are comfort issues (some people don't like stuff in their ears) and increased potential of hearing damage since the design focuses more sound into your ears. They are usually more portable since these are the smallest types.
As to whether the headphones linked are comfortable, I've used them and they are good (sound and comfort), but not my "style". The behind the neck band is good for people who wear hats, but I own a lower end model that came with a CD Walkman and when I lean back in my chair, the neckband hits the top of the backrest.
I own and use currently (rating):
-Sony MDR-V900 Studio Monitors (9),
-Sony MDR-NC5 noise cancelling (7),
-Sony MDR-G051 street-style that came with my CD player (6, I use this for monitoring my video camera sound),
-Sony MDR-E575 Fontopia earphones (7, really old, wire jacket is shredding but still works!),
-Sony PSP headphones x2, white and black ones (5),
-and the cheapie set that came with my Sony Clie PDA that has surprisingly good sound (6).
And this doesn't include all the supplied headphones for all the portable players I've owned over the years and a really old set of Sony vertical in-the-ear headphones I got for free that are very uncomfortable to me, but have good sound quality.