I've never got on with in ear phones, BUT...
Just bought some Sony EX71SL's and they are really cool, comes with 3 different size buds and they cut out most outside noise like earplugs.. quality made but comes with a £35 price tag - probably find them cheaper online tho
What pisses me off is that you can't try before u buy... so you just have to bite the bullet really, I'm dead pleased with em