[fitandfunction]

The best thing I've bought in the last few years has been a pair of etymotic earbuds with "custom fit" earbuds: http://www.etymotic.com/customfit/index.html

~$200 total, $100 for the basic earbuds and another $100 to get the earbuds "custom fit."

When they're off, they offer almost as good noise suppression as earplugs. When they are on, I can listen to music with great fidelity. I mostly listen to classical and rock.

Most importantly, they are extremely comfortable. I bought them when I was flying cross-country every week, and I wanted to have something that wouldn't hurt my ears after a few hours.