I cannot help it - I just have to include this review of outrageously somewhat expensive Shure SE530 Sound Isolating Earphones ($449.99 on Amazon) - just so you know that this stuff exists.
If you’re passionate about audio, you deserve the legendary performance of Shure earphones. You know the saying “you get what you pay for” - and in this case it is so true. The sound quality is exeptional, the buds are sleek-liiking, and they feature a thick, durable cable.
Just read an excerpt from the CNET Reviews - it will tell you all that you need to know if you are shopping for top-of-the-line MP3 player headphones with unlimited budget: 
“Of course, the star of the show with the Shure SE530s is sound quality, which we expect to be stellar in a $500 pair of earphones. These ‘buds definitely live up to their lofty price point. In fact, our listening tests inspired frequent bouts of desk dancing, much to the amusement of neighboring editors. The Shure SE530s sound fantastic, pure and simple, but where to begin? First, the ‘buds offer excellent passive-noise isolation, assuming you achieve a proper seal with the ear, which shouldn’t be a problem given the aforementioned array of fittings. The seal also allows for deep, tight bass response–it’s enveloping without being overwhelming, and there’s no distortion. The highs are sparkly, and music overall has impressive clarity–even during frantic hard rock riffs, we could pick out the varying sounds. Detail is certainly not lost to these ‘phones, either. You can even hear a chair squeak in the recording of Jamie Cullum’s “Photograph.”
Shure SE530 Sound Isolating Earphones Headphone reviews - CNET Reviews
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