I had the same question a few weeks ago.
I spent some time looking around an on the recommendation of a friend I bought a pair of UB7 Ultimate Buds Apple / Etymotic ER6i :
http://www.ultimatebuds.com/store/home.php
I had them shipped from the US to Europe.
They werent cheap (even without the shipping costs).
They come with a number of different types of flanged tips that ensure a good fit. Make sure you try them all as they can REALLY make a difference to the sound. The first tips I tried made me wish I hadnt spent so much money, but I soon found a better fitting pair of tips and the sound was EXCELLENT.
The earphones are made for the iPhone and so have microphone and control button. In fact, what they do is to take Apple earphones, cut off the earphones and splice on their own.
I think they even have a service where youcan save money by sending them your own apple earphones and they will replace the original earphones with their own.
To summarise, the sounds is great and I think worth the elevated cost.