same here!
i used the Apple In-Ear Headphones with my new (received it 2 days ago) iPhone 4s for the first time today and was experiencing the same issues!
but what i also have found out is the following:
when the phone switches back to 3G all the hisses are gone,...
i am living pretty remotely and almost no 3G reception is available there. i was walking my dogs and received a call while listening to some tunes,.... it was so bad that i had to unplug the headphones and raise it against my ear to talk,... everything was crisp and clear then.
my headphones are completely fine (as i tested them on my iphone 4 after this experience) and later when heading back to my office in town i was able to make a couple of calls with the headphones attached and absolutely no problems occur, also i noticed that the iphone logged into the 3G band of my provider then.
must have something to do with the edge band or antenna i guess.