open headphones tend to have a bigger soundstage (more 3d-ish sound) than closed headphones do.
open headphones also leak sound out and you can hear everything around you.
closed headphones tend to have slightly more immersive or warmer sound.
closed headphones also tend to be a bit hot and you need to take them off every once in awhile or your ears will sweat.
as far as ohms is concerned. no, less is not always better.
headphones around 30-50ohm normally can be driven easily by portable devices like ipods, phones and laptops and most soundcards as well.
headphones around 150ohm might have trouble on portable devices without a portable amp but might be okay on decent soundcards or integrated sound.
your heapdhone sensitivity matters...