If you're on a low, low budget, search around for Koss (~$20) earphones, headphones, some similar keyword. You can get the cheapo Koss earphones, and if want better isolation can yank off the rubber plugs and insert the "speaker tube" thingy that delivers the music into a foam earplug. I think Shure also offers a less expensive flavor of in-ear 'phones (maybe around $~60?) - check out their website and shop around. I have the Ety ER-6s and love 'em, but they're not super cheap at ~$100.