These: http://www.amazon.co.uk/MEE-audio-Universal-Fit-Noise-Isolating-Detachable-Clear/dp/B00SLVB71Q
Proper IEM’s, a whole bunch of different ear tips, including triple-flange ones, plus replaceable cables with one a remote, all for £35. My Shure SE250’s are playing up, so I’m getting a pair of these, I’ve already used the M6 Sport ‘phones, and they’re very good indeed. The Sports are worth looking at as well, they’re even cheaper, and very low profile, you could sleep with them in.
Sennheiser CX300s or Skullcandy Methods are both good at that price. I imagine audophiles will be having a fit, but both are fine to me, and immeasurably better than the utter shit ones you get with iPods etc.
There’s nothing wrong with the latest EarPods, I use mine a lot, and they sound perfectly OK, the main issue is lack of sound isolation, nothing more.
I can happily compare them favourably with much more expensive IEM’s.