the new er6i are getting very favorable reviews, could be had for like ~$140 new.
for cheaper alternatives, consider
1)mx-400/500 + $2 ratshack foamies (optional) : personally, i didnt like them too much. i guess my expectations were too high after hearing nothing but good things about them. then again i am yet to try the foamies, and convering earlobes with hands make them sound much nicer, suggesting me the foamies might do the trick.
2)koss the plugs : they sound horrid without mods, but after doing mods as shown at headwize, these are my absolute favorites for outside use (note : i havnt tried any higher order in-canal phones like etys and shures). highs lack sparkle and maybe a tad bit muddy plus some middbass hump, but very forgiving. very warm, balanced and laidback, unbelievable for $10 i paid for them

another upside is they block out most of outside noise (not completely as advertised, but defnitely good enough for most part) and extemrely efficient which translates to improved longevity of the batteries in the DAP of your choice.
3)koss porta pros : IIRC, they are out of production (correct me if i am wrong) but you could always find used pairs and they retail for only $50. ugly and somewhat bass heavy but very nice for price.