[underclocker]

I've used Koss 'the plug' canal phones. They are fairly cheap (I'd guess you can find them for $15-20) and they do a good job. They have foam tips that you squish and then shove in your ear. The foam tips then expand to block the sound and you can get great isolation. They don't sound bad either.

After awhile I got tired of squishing the foam into my ears and got Cresyn 630. They are supposed to be like Creative's ep630s in terms of quality but I don't have them to compare. They don't block out as much surrounding noise but they are easier to insert. They have 3 sizes of tips too and I find the act of wearing these earphones to be better.

These are 3 choices that you can get fairly cheaply and they will sound better and depending upon what you like one will feel nice to you.

I'd advise against getting a set a earphones that cost a lot if you buy the player that is the cheapest among those of a similar capacity. I have an old Zen Xtra Nomad and my cheapie players don't sound using the same files.