I've become a big fan of the Shure line of earphones. As others have mentioned, they fit into your ear canal and block external noise through physical isolation like earplugs.

I haven't tried the E2c, but have a friend at work who likes them. I've tried both the E3c and the E5c. The E5c is fantastic - in some ways one of the best headphones I've ever tried. The E3c is perfectly respectable and I would wholeheartedly recommend them.

One note is that these earphones have switchable flanges - the rubber part that goes into your ear. I've read that the tri-flange gives you more isolation than the stock flange.