The canal-phones like Sennheiser cannot go so far into the ear as to cause damage. There is a knack to getting them to fit, apart from selecting the correct size silicon eartip; first lightly put the 'phone into the ear, then hold the the outer part of the ear with thumb and forefinger and put the middle finger on the 'phone, pull the ear back and push the 'phone into the ear. Lightly moistening the silicon bud with your tongue will help it slip into place as well. Also positioning the 'phone so that the lead points forward and up and looping the lead up and over the back of the ear helps stop the 'phones being tugged out of the ear, and also helps stop microphony through the lead. I use Ultimate Ears MetroFi 220vi and SuperFi 5vi's, and that's how they recommend they're worn. Takes a while for the leads to form into shape, but it's so much more comfortable than the usual way of wearing canal-phones. The standard earbuds that come with iPods and phones can be adapted but it's not worth the money or hasstle. You can get MetroFi 220's from Apple Stores for around £45, or £35 from the 'net, and Denon canalphones start around £25, and the sound quality is outstanding, I can't recommend the UE's highly enough. They also have a good warranty; I bought a pair of SuperFi 4vi's for my iPhone, and dropped the phone after six months use onto the headphone jack, breaking an internal connection. I bought a pair of MetrFi's and put the SuperFi's to one side. Some time later I found the instructions which said they had a two year warranty, this was fourteen months after I bought them. I phoned Logitec's helpline, gave all the details, the nice lady went away, came back and asked for my details and said a new pair of SuperFi 5vi's would be in the post! The 4vi's had been discontinued so the sent me the next model up, not even requiring the return of the damaged ones. That's customer service that deserves to be highlighted.
). I use Senheisser ear buds (they come with 3 different size rubber bits so will fit varying sized ear canals 
).
