Hey DyslexicHobo
I have a Zune and have used a number of headphones with it. I'm not audio expert myself, I just like music.
I don't think you'll be able to try out earbuds in store, I don't know if you would want to try out earbuds in the store anyway. Ewww who knows how clean other people's ears are. Headphones you might be able to try out. You Might try to check out Guitar Center, they will let you check out headphones, and they will have earbuds as well. Their stuff tends to be higher end though/studio stuff so you might have trouble finding things that are your price. I just mention them cause I know they sell a number of things for ~100, they'll probably discount down to ~80 if you haggle, and they do let you try stuff out.
In terms of Headphones
I have Shure e2c's which I like quite a bit. I do find their bass a little lacking in any situation where there is noise around me (IE walking, gym, etc). If i'm in a completely quiet room just listening to them though it's not as bad. Their sound quality is excellent, and while a little above your 80 budget (their MSRP is 100 I believe), they can be had for cheaper pretty often. They take some getting used to in terms of fit, but once you get used to them I have found them to be excellent.
I've also had a pair of Sony MDR-EX51LP earbuds Headphones, they are similar to the Shure E2c's but the quality is a little lower, though way better than the given headphones
http://www.amazon.com/Sony-MDR...&qid=1196108649&sr=8-1 they are cheap too at around 25 bucks (and qualify for free shipping!)
I have heard good things about the Koss Portapro's which are actual headphones compared to earbuds and actually ordered a pair. They were 30, and I can try to let you know how they were.
I have also used beyerdynamics DT770 Pro's which are out of your price range though an amp and that's the best sound I have gotten out of my zune

ACtually plugged straight into the zune the zune does a pretty respectable job of powering the headphones.
If I had to recommend one that I tried I'd say the sony's since they are not only comfortable and have decent sound quality, they're pretty cheap. They have changeable covers so that you can find one that fits (similar to the e2c's) and they are light/small enough to even wear while you sleep (or try to sleep). It's far superior to the regular zune headbuds.
One things is : I still use my regular zune headbuds when I use the radio function. I guess it uses the headphone as an antenna and I haven't had great reception when I use different pairs, so even if you replace the buds you may want to keep the zune ones handy.