Let's face it, no matter how expensive your iPod or MP3 player is, the earbuds that come with it are going to be pretty crappy. You can dramatically upgrade your sound by adding to your investment with a better set of headphones or earbuds, like these $30 (or less) Koss KEB24 Isolation Earbuds.
Most people put up with their free earbuds because they are, well, free. But when I ran a test between these Koss earphones and regular iPod earbuds, it was like the difference between a symphony hall concert and listening to the symphony play over a bad p.a. system in a concrete hockey arena. Then I ran the test with a non-Apple MP3 player and the even lower-grade buds that came with it. It was night and day.
With the Koss ones I was hearing guitar parts I didn't even know existed, bass lines that were buried before, and a richness of sound that just plain didn't exist with the standard white earbuds you see everywhere. (Those make you a clear theft target too, don't forget, as theives think there may be an iPhone or Touch at the other end of the cord.) Even the distortion I was used to on rap songs ripped to iTunes from a CD was significantly lower.
Despite the reasonable price tage, these Koss Isolation Earbuds come with small, medium and large silicone ear cushions for a customized fit. This won't give you the kind of noise cancellation you get from a $300 pair of Bose headphones, but it does strongly reduce the noise level on an airplane and keeps your music in your ears instead of your and your neighbor's ears.
I tried these out in the midst of checking out a whole series of headphones and buds and while they don't reach the transcendental sound of something costing 10 times as much, it's close enough for a gym workout, a flight, or a long bus ride. Be advised they have one of those cords where the part going to one ear is shorter than the one going to the other. This doesn't matter to me, but some people prefer the traditional style. They come in black, silver, green, or pink.
These earphones come with a more generous promise than ones costing far more: a "no-questions-asked lifetime warranty. And hey, if you are traveling around on a company expense account and want to upgrade your sound, you can pick these up at the W Hotels store.