In-ear headphones from SoundMAGIC that both fit well and have good sound isolation. They are easily connected with a cord.
From Amazon
Soundmagic E80 Wired Earbuds No Microphone HiFi Stereo Audiophile Earphones Noise Isolating in Ear Headphones Comfortable Fit Super Bass Black Gold
Gear 4 Music
SoundMAGIC E80 In-Ear Isolating Headphones, Gunmetal
OnBuy
SoundMAGIC E80 Earphones, In Ear Headphones High Fidelity Headset with Charming bass and Noise Isolating, Tangle-Free Compatible with All 3.5mm A - Gold