In-ear headphones from Koss that both fit well and have good sound isolation. They have clever buttons that you can use to quickly skip songs or answer a phone call.
From Amazon
Koss Keb15it-in Ear Bud W/Mic,Teal
Discount Discs
Koss KEB/15I Earphones - Blue
Farnell
Koss 190098 Keb15I In-Ear Headphones, Grey