In-ear headphones are great; they're discrete, sound is generally good because its right there (no dispersion loss), and your skull is an awesome natural amplifier. Problem is, there are so many different varieties out there, its hard to tell which ones are decent.
I had a pair of Sennheiser CX-300's for a long time, and they were awesome. I had an opportunity to try something different, and ordered a pair of Klipsch's. These headphones are bar none the best in-ear headphones I've tried. They're ridiculously priced, but the audio quality is unparalleled. The controls on the cable are also very convenient, esp. when you can't reach your device to control pause, increase volume, etc.
Due to their design, they do attract quite a bit of gunk quite quickly (ew), but they include a fancy paper clip to clean them, so guess I'm not the only one.
PS. The provided case, while very pretty, isn't very durable and certainly won't last in a backpack filled with other stuff.