Do bigger headphones use more battery?

If you’re using an mp3 player with large headphones like Sennheisers, as opposed to little in-ear phones, do they consume more battery?

Not necessarily. Size is not a good indicator of efficiency.

But wouldn’t a large speaker surely use more current than a little one?

The good question is whether large speakers can DRAW more current out of a standard headphone jack, or whether the mp3 player will send the same amount of current out for whatever speakers are plugged into the jack.

Anecdotal: I gave my mom a set of ‘standalone speakers’ that said that they could be plugged into an MP3 player and let you listen to it without headphones, (IE playing at a level that could be heard throughout a room) and without plugging the speakers into an AC outlet.
She reported that the speakers would work okay for a few minutes, and then the MP3 player would complain that it was running out of battery power. My mom wondered whether they were designed for use against an ipod that might have more power available than her little sandisk sansa with its one rechargeable AAA battery.

I have a pair of Sennheiser HD280’s, and almost always use them instead of the earbuds. (They’re awesome, btw, very clear and clean sound) When I have used the pack in earbuds, I haven’t noticed any major difference in battery charge.

No. Some of the most efficient speakers are physically very large.

so does louder headphones = more battery power used than if the volume was lower

Yes. High volume will use more power than low volume. I am assuming same headphones same music etc. the only difference is the volume. I don’t know if it is significantly more power or not. There is a lot of stuff running with the same amount of power no matter what the final output volume is.