In the past, wireless headphones have usually employed infrared (IR) transmitters and receivers, although Bluetooth is becoming the standard these days. Infrared headphones will work within a range of about 10m while Bluetooth can be anywhere from 10m to 100m. IR requires a line of sight, whereas Bluetooth can operate through walls, although this will reduce the range of operation. Typically the audio quality on wireless headphones isn't anything to write home about, so if you're an audio aficionado then perhaps look elsewhere.
If you happen to be going off the idea of wireless by now, you may be encouraged to know that many wireless headphones have a digital input in addition to a regular RCA or mini-jack. This means you can take a digital output from CD, Mini Disc or DVD and have it pumped directly into the headphones. Some models even have built-in Dolby decoders that provide virtual surround sound as well.
Another thing to remember about wireless headphones is that they need power. Transmitters will use a wall plug adapter while the headphones themselves will use batteries. Because of this, you might want to look for headphones that have a rechargeable battery which can be recharged when not in use, either via the transmitter or a separate stand that is mains powered. Be sure to also look for a set that allows you to switch the frequency channel, which will not only let you use multiple pairs in close proximity to each other, but they can also help minimise interference from other cordless equipment such as phones and door bells that are nearby.
We have left this until last because not everybody's idea of quality is the same. As a general rule of thumb, things to look out for are low-distortion, clear bass and smooth highs. Turn the volume up above your normal listening level and listen for clicks or crackling. Check that the bass is deep but not muddy -- turn off any bass boost features on the player or headphones and compare the difference. Listen to the high end; it should be crisp without sounding tinny or bright. If possible, compare with your existing headphones and use your own portable player and/or music. If you're buying from a shop that has speakers wired up to the same source, switch between headphones and speakers as you compare various models. This is a handy way to "reset" your ears in between trying out a few pairs of headphones.