Sony are a brand I trust and associate with quality, so I was definitely intrigued as to whether these headphones could offer true quality at the exceptionally low price they were being offered of under ten pounds. The MDR-W08L headphones are, as Sony describe them, 'over-the-head binaural' headphones, which I think we can take to mean that they have a light, flexible band that goes over your head when wearing them, rather than the 'earbud' style of headphone that you commonly receive when you buy a phone or MP3 player. Maybe I'm old school but this style seems to suit me a lot better; it's how I remember listening to music originally on my Sony Walkman when I was still a kid and I just think it keeps the headphones in place when you are on the go. I've used these phones when running/down the gym and, if you adjust the headset correctly, you are going to have no problem with them coming off when exercising.
The other thing of note (and again this is how I prefer my phones but you may differ) is that they have a wrap-around in ear design. If you've never used headphones designed like this you may just appreciate it; it is almost like they've been custom molded for your ear size and again this also helps them stay in place (especially due to the nature of headphones if they are not snugly fitted into your earhole you lose all of the bottom end of the spectrum and a left with a tinny mess of a sound). So ergonimically the MDR-W08L's are second to none and this really enhances your comfort and experience of using them. The band that goes across your head is surprisingly flexible and therefore more likely to stand up to some wear and tear (unlike the moulded rigid plastic style that can easily snap). The other thing worth noting (although it is only a minor point) is the L-shaped 3.5 mm mini jack that it connects with to your player; this shape can be a bit less obtrusive than a connector that juts out a few centimetres and makes a difference in comfort if you have your player attached by clip when running etc
Sound quality is of course premium when choosing headphones and in this department I can honestly say the Sony headphones never disappoint. I'm sure if you splashed out sixty or seventy pounds on a real high end pair of phones you'd get a smoother top end and more defined bass, but for a tenner these give you an 'expensive' sound that is never too fatiguing on the ear and a satisfying low end response. There is no harshness in the top frequency range; you can comfortably listen to these for long sessions without wearing out your ears. You are clearly buying into all of Sony's extensive experience of producing quality audio systems over the years, and I'm sure they keep the price down simply by the numbers they can sell of these quality headphones en masse.
If there was anything I would fault about these headphones it is that if you are in a noisy gym (which gyms aren't?) then they aren't enclosed enough to fully block out surrounding noise and therefore you may have to set them to ear damagingly high levels to hear enough of your own tunes over the banging sort of music favoured by gym owners. To be fair, this is the main place I've ever had a problem; street traffic and bus/Metro noise is not loud enough to really inhibit your enjoyment of using this pair (and it is certainly much more effective at noise cancellation than the many 'earbud' style headphones I'd used previously).
So there you have it, I would buy these again easily if they were ever lost or broken and I reckon at the price you can pick these up they are a steal. The in ear design just works for me, and the head band keeps everything comfortably in place. If you are after a non flashy, discreet but comfortable set of headphones do yourself a favour and give these a go, I'm convinced you'll be pleasantly surprised by them.