Another recommendation for sennheisers. I have the CX uh.. somethings can't remember which, with small drum shaped rubber tips. Far more comfortable than the flanged style that Etymotic uses (though I do like my ultimatebuds...) with great sound quality.

If you like the flanged style though, check ultimatebuds for their sets. They graft Etymotic earbuds onto iPod cables. I have these which I love, though I find they hurt my ears after a few hours.