Sennheiser usually makes pretty decent headphones, but then again, you'd expect high quality from a company that shares an address with a certain David Hasselhoff. The CX 300 is a pair of in-ear headphones, which have been popularized by iPod accessory makers. It comes with three different sized covers for the headphone; hopefully, one of them fit your ears properly.
Sennheiser also claims that the CX 300 does a fine job of blocking out unwanted sounds. They're available now for $79.95 in both black and white.