I use the iPod ones and they're decent, but I really want to enjoy my music. I notice that if I push my earbuds into my ears a bit more, the music sounds so much better. However, it's very inconvenient to do that all the time. I listen to rock and Alternative a lot so I want some earbuds that would enhance my experience. I want something with really nice bass and sound quality of course. Thanks!
I normally use the in-ear monitor that I use when playing guitar/bass (Shure E4) Amazing quality in comparison to any standard ear-bud, as is all of Shure's range.
A big player in the domestic environment is Sennheiser. I've always been impressed with their range. The 350/450 are both reasonable.
If you want to go all out then there are those out there that will custom-mould an ear bud for you from impressions (go to an audiologist). But for that you're looking at about $500-1000 (mainly for musicians!), and would probably be wasted on an mp3 player!