I've heard the CX300 is decent. I've used the Shure SE210K, which sound very good. They retail for $150, but if you look hard enough you can find them for about $100. Shure also has the e2c which is also pretty good, but noticeably less quality.
Etymotic has a very good line of in-ear headphones as well, that many people prefer to Shure. It's really personal preference I think.
I say read in-depth reviews (ilounge.com is a good start) of the Etymotic ER-6i (~$70), Shure SE210/SE210K (black/white) ($100 at best), e2c ($~70), and CX300 (not sure of price range) and go with whichever you'd prefer for the price/sound quality/extras they throw in.
I listed those prices from memory too, so don't hold me to it if they are wrong! 🙂