Most headphones on the market sport an adapter to convert to 1/4”. I’m looking for headphones that are just 1/4” and don’t need an adapter.
These days, those are going to be rare because so many sources have 3.5mm sockets. If you insist on having a 1/4" connector instead of an adapter, cut off the existing connector and solder in a 1/4" connector in its place. Neutrik makes nice high-quality 1/4" connectors.
On high-quality headphones, the adapter is not an issue. It screws on securely (e.g. Sennheiser do this) so the 3.5 mm pin can't move around in the barrel.