If you are serious...
If you are serious about audiophile sound AND hearing conservation make sure you check out Sensaphonics at:
http://www.sensaphonics.com/
They are the leading in-ear monitor provider for hundreds of musical artists [see their client list]. They also produce 9dB, 15dB, and 25dB ear plugs that retain the human ear's frequency response curve so that everything still sounds the same, just quieter.
Regarding their in-ear monitors though, they are a good chunk of change, about $650 I think. But, they are worth every penny and more! These are custom ear molds that fit snugly in your ear canal. If you don't live near Chicago, you'll have to go to an ENT to get "fitted" for the molds. The ENT then ships your custom molds to Sensaphonics. They fuse a dual driver system [one driver for low-end, the other acts as a midrange, top-end driver] around a silicon version of your molds along with a serious water-tight seal leading to a very durable 48" cable ending in a pro-audio level 1/8" male connector. Because the mold completely fits into your ear canal, you'll get 26dB reduction in the outside ambient noise level, allowing you to listen to the music significantly quieter without sacrificing any of the "musical experience." Tons of deep bass, clean smooth mid's, and a shimmering top-end.
Their site has links to many reviews, client lists, related products, they will even take Shure and Etymotic drivers and make custom molds for them. That route is much cheaper, but I'm tellin' ya, their ProPhonic SOFT 2x's are truly unbelievable.
And think about the ear plugs too! Especially if you live in an urban area that has high SPL ambient noise. Remember that unlike any other part of the human body, you can NEVER recover lost hearing. There simply is no regeneration.
JM