There's a difference between earbuds (like the throwaway headphones that come with most phones and players) and IEMs, in-ear monitors.
IEMs go deeper in your ear and create a seal against outside noise--basically they are earplugs with speakers built in. Often they have a few different sleeves of various thicknesses to make sure you get a good tight fit.
The Etymotics that people are recommending are IEMs, so that's cool, and Etymotic was possibly the first and definitely one of the first to make IEMs.
But there are many, many other IEMs available now at various price points. I'm a big fan of Shure IEMs--often what your rock singers are wearing for monitors onstage--but there are a lot of newer choices depending on your budget. Good old www.head-fi.org
has all sorts of reviews and comparisons--enough to drive you up the wall, actually, but if it's something basically for monitoring while recording on a certain budget you'll get an idea. http://theheadphonelist.com/headphone-list/http://theheadphonelist.com/earphone-buyers-guide/
For ultra-cheap and pretty decent sounding, you can get the Xiomai Piston 3 from geekbuying.com for under $10.