I'm the sort of person who really doesn't like using the default earphones that come with any audio device. For the most part they break, they sound awful or they simply just aren't in the least bit comfortable. Whatever the reason, I love switching them to my choice of audio listening equipment as soon as possible.
I've bought quite a lot of dud headphones though, in my time. Even some of the more expensive ones seem to have a habit of breaking after six months of use. So I bought, out of recommendation from a friend, the Sennheiser CX 300, and I really have to say that I have been, and still am, incredibly impressed by these.
As the name suggests, these phones are noise isolating - and the cushioned in-ear buds do that for you. They come in three different sizes so you can mix and match for whatever size feels more comfortable in your ear. This means that not only will the sounds coming from the phones hard to hear for those around you (always a problem with other phones, I've noticed, and I dont' like cranking my music up cos I fear it will disturb other people), and also does a fair bit to keep sounds of the outside world from coming in and ruining your music experience, although there is still a fair bit of sound that comes through.
However, even the sounds of the outside won't ruin the great listening experience from these, as the sound quality is perfectly clear in all sounds, including a fantastic bass line and it really brings out some parts of the song that I didn't really know were there before. I mostly use these to listen to music when I'm out and about, and these are fantastic for the job.

They come with a small pouch, which is quite a neat little addition, so you don't go losing them everywhere, and prevents (to a certain point) some tangling. So if you're looking for some good heaphones, with great sounding notes which won't bother the person on the train next to you, pick these.