I have a lot of headphones. My favorite IEM for listening is the SoundMagic E10 or E80. They are cheap ($20-35 for the E10), go on sale sometimes, and they make my $400 headphones go unused until I have to mix something (soundmagic are not flat/transparent for mixing).
They just make music fun to listen to. I have bought I think 6 pairs over the years for myself, friends, etc. (and I wear them everywhere which means I break them occasionally despite the overall build quality). They come with a lot of tips to fit your ears. I like the stock ones and the small ones.
Don't get the 'C' version with the inline volume control---it makes the the two channels sound unmatched for some reason.
They don't at all sound like cheap/consumer headphones. Beats Pro suck in comparison for example.