If you are willing to try out earbuds, I can recommend 3 models, in order of how I like them:
1. Blox TM7 ($148 including shipping) - Ok bass, very good detail and really really great soundstage, with great width, tallness and depth. You really get a good 3D feel with these earbuds.
You can pretty much only find them on the
manufacturer's home page. The bad thing is that Blox only makes them in small batches that tend to sell out fast. You can e-mail Blox and ask when they will release a new batch of the TM7 and then keep looking at their homepage.
2. Sennheiser MX980/985 (MX985 sells for about $150) - The Mx980 sounds much like the TM7, with the bass being slightly less well defined and the fit being a bit worse since the MX980 is bigger than the TM7. The MX985 has recently replaced the MX980 and I don't know if the fit has become better. Truly high end earbuds, with only the fit issue bringing down the overall impression.
3. Hisoundaudio Living (ca $150) - Huge soundstage, slightly anemic bass and a tendency for sibilant highs. If you find a good match for the Living it can sound great. It doesn't agree with all DAP:s. For example, I think it would not work great with iPod which tend to be more analytical. If you have a DAP where you can EQ bass up and high down a bit, you might live the Living. The soundstage is deeper than the TM7 and MX980/985, but the sound isn't as balanced without EQ.
Overall, my impression is that you can get much bigger soundstage with earbuds, while you get more detail and bass with IEM's (because of the isolation).