I bought a pair of Sony cordless head phones and I can honestly say it was the best thing I'v done for a long time. The quality is A1 and the freedom is great
I'm not sure if they still make them but I used to have an infra-red set. The sound quality was good but you had to be in direct line of sight. Now I have a RF set and I can wander from room to room and the sound is still excellent. Like anything else you get what you pay for so do a bit of shopping around and buy the best you can afford.
I've got a pretty good pair of SENNHEISER WIRELESS RS45 headphones - the sound quality is absolutely superb, however I do often get quite a bit of interference. Don't really know why, but probably because of all the other equipment that is turned on at the same time!!
It is great being able to do the gardening whilst listening to music though - even if I do look a bit stupid!?!
I used to own an infra-red set of Sony headphones. Obviously it had it's limits to freedom - these are now somewhat inferior to my RF radio frequency Sony TMR-RF815r headphones. Vast improvement in freedom and quality. In answer to your question: there is no loss in quality but the price is a premium.