Etymotic ER-4P.

Hey, they basically invented the in ear monitor. They're still one of the only ones that'll do custom ear molds and the audio isolation plus response is fantastic. From the cnet review:

"ER-4P headphones are hand-built by a skilled technician working with stereo microscope, then measured and tested at Etymotic's factory in Elk Grove Village, Illinois."

Personally, call me sappy, but I like buying a hand built American product that beats the snot out of the competition.

Regards,
-Bouncer-