I bought a pair of Shure E2C or E3C from Best Buy and I don't really like them. "Smokin' Buds" (Skull Candy?) available at Target, Marshalls, etc, are really cheap, light, sound great and I won't cry if I lose them. I put folding ear muffs on top of them when I really want noise cancellation without the white noise of Bose et al.

Call it a ghetto solution, but it works for me. YMMV.