I've got Sennheiser earbuds, which are fine, nothing special, for when I'm out. At home, I have a pair of Grado SR60s that I love. They're an amazing quality but relatively inexpensive.
http://www.gradolabs.com/frameset_main.htm
Someday though, I hope to own one of Grado's high-end, mahogony wood chambered
models.