This is a common fault with iPhone and has happened to me twice. It is an internal fault within the jack and unless you can have the jack replaced, there's not much you can do. If you're in warranty, Apple will actually replace the phone free of charge, no quibbles. No amount of headphones will make it right.
So what causes it? Adding too much force when inserting the headphones into the phone is a certainty. Apple's sort of ''official line'' is that if you keep the phone in your pocket with the headphones in, the bending of the wires and pressure on the jack can break it. Sorry I'm not being too technical, I am telling you exactly what they tell others.
As I said, if you're in warranty you can get an exchange. If not, take it to your local Apple store and they'll give you a quote on how much they'll repair it for. It isn't usually very costly.
