Become a MacRumors Supporter for $50/year with no ads, ability to filter front page stories, and private forums.
I've had the old Apple in-earphone a couple of years ago, but it was terrible. The sound was okay, but they would not stay in my ears, causing the seal to break easily, which would ruin the sound, especially the bass. I've heard that the new model is a lot better, though.
 
I've got ultimate ears 4vi's. I really like the build on them, aluminum housing seems really strong. I got them for around $30 on eBay. High's and Mids are awesome, but bass is definitely lacking. It doesn't bother me really, I don't listen to, to many bass heavy songs. Plus they can connect to the iPhone, and the mic on it is awesome.
 
I use sennheiser CX300...they are very cheap and the sound quality is awesome in this price range...they are just $16 on amazon...you won't regret getting these...:)
 
You might also want to check Head-Fi, a community dedicated to headphones and earphones. You will find lots of good reviews, comparisons and advice there. Additionally, Head-Fi is a wonderful forum community, much like Mac Rumors/Mac Forums.
 
I've been fairly content with a pair of Sennheiser MX400s I picked up a while back off of Amazon.

Although lately I'm itching for better sound, and may consider moving over to on-ear and using the Sennheiser earbuds I currently have for working out.
 
Tonight I went to Best Buy and picked up some Sony MDREX85LP in black. For the few hours I have had them, I love them. They sound great, feel great and are durable so far. Thanks for all the help!
 
Register on MacRumors! This sidebar will go away, and you'll see fewer ads.