Hi,
I purchased a set of Ultimate Ears for my iPod and love them. They have many models, including $900 custom ear molds. I didn't buy those!
I bought a set costing about $85, I think Studio 3 or Studio 5? Can't remember the number but the in-ear fit is excellent. They block most all outside sound, don't budge once they are in there, and sound excellent. Clear true bass, not boomy at all, which is a pet peeve of mine. I listen to alt-rock, punk, blues and more. They have a flexible wire that wraps halfway around your ear to provide a fit custom to you.
Nice metal pod carrying case too.