Ultimate Ears makes a couple of affordable IEMs.

Well, there's the super.fi 3 Studio ($130) and the metro.fi 2 ($80).

I recommended UE because you mentioned you didn't want Shures, but I quite like my E2c, and you may want to try the new SE110 ($120).

There's also the Etymotic ER 6 ($139) and Westone UM1 ($109).

Hope that helps.

I have both Etymotic ER6is and UE super.fi 5 pros and I have to say the while the former are great value buds the latter are definitely worth the substantial price difference IMHO.

The ER6is are quite detailed but they're bass-light and feel a bit flimsy. The UEs are better tonally balanced and more coherent and the build quality and packaging are beyond reproach. On the other hand they stick out more so you risk looking like a bit of a cyberman .

I would definitely check out the cheaper UEs as recommended by Erik_B. If there is a "house sound" these could represent great value.

You should check out the creative aurvana in-ear earphones. Heard that its very effective in blocking out noise. For a lower price one, you can check out their ep630.

These are probably the best in-ear headphones in the market right now (under $300):

http://www.hometheaterhifi.com/volume_14_4/sennheiser-cx-500-earphones-11-2007.html

Quote:
These are probably the best in-hear headphones in the market right now (sub $300 range):

http://www.hometheaterhifi.com/volume_14_4/sennheiser-cx-500-earphones-11-2007.html

I have had used a pair a while now with my Philips 30 Gig GoGear Player. They really are impressive in many ways and though the only time I actually listen through them is while I am walking, they do sound good.