It's a nice touch, just a pity Apple Headphones hurt my ears, I've always had to look elsewhere for comfort.
Check these out:
http://www.ultimatebuds.com/store/home.php
They replace the apple ear buds with after market buds (Keeping the cord). Have the UB7EB Ultimate Buds Apple / Future Sonics FS1 (iPhone) and love em.
Seems they have the new ones with volume control for the 3GS as well.