The iPhone comes (came?) with a pair of headphones that have a Lightning jack on the end of them, in place of a headphone jack. Just use those with the iPhone and use your regular headphones with everything else.
Or, if you want good headphones, then just let in the missionaries who've been telling you to accept Bluetooth as your Lord and Savior. (There are some really good Bluetooth headphones nowadays—studio-monitor quality audio, enough battery life to get through a working day, and <$200. I refused Bluetooth until headphones surpassed this bar, but they eventually did, about two years ago.)
Or, if you want good headphones, then just let in the missionaries who've been telling you to accept Bluetooth as your Lord and Savior. (There are some really good Bluetooth headphones nowadays—studio-monitor quality audio, enough battery life to get through a working day, and <$200. I refused Bluetooth until headphones surpassed this bar, but they eventually did, about two years ago.)