These are what I have Reg.
http://www.etymotic.com/ephp/er6.aspx
I had a pair of Shures, but I found that they won't fit in my ear any better than the apple standards. The ER6's have superb sound quality and an extremely comfortable fit.
The one drawback is that you can create noise if you're doing some strenuous activity by bouncing the wires around. So maybe not the best choice if you're going to be running a lot. Don't get me wrong, it's not that big a deal but some noise is there.
One more drawback, they don't hold up very well to dogs that like to chew.
You can get them for $100 or less on eBay.