Alan makes some great recs/comments. Someday when I can dedicate a tube headphone system I'll give AKG and Grado a serious look.

Most of my personal needs are portable, so I spent a few years trying to find some in ears that actually fit my head. I finally got the perfect combo of fit and sound w/ my Ultimate Ears Super.fi 5EB. I LOVE THEM. They're pricey, probably close to the Shure and Etymotic lines. They sound fantastic and fit like a glove.