I use Shure earbuds for my listening pleasure. They start at $100 and go up (I have the low end buds for now). They have several replaceable sleeve buds that fit differently in your ear, depending on your usuage. I like the form sleeve since they conform to my ear and don't slip out when I am at the gym.
http://store.shure.com/store/shure/e...oryID.12165500