I got a sansa clip+ for my pair of custom iems. Really small, really portable, big nice clip to clip on something while training. Almost perfect sound, some audible noise (really really low, like really low, with balanced armatures, other headphones are ok - I'll accept it, some folks may not), price - almost nothing, 10 hours battery, ugly as hell, crappy screen, fm radio, recorder, flac support, microsd card, perfect. Not much else to say, really. The thing has 1 ohm output impedance and flat frreq response, and packs some serious power. All that for the cheepy price, you can't go better, imo. Installing rockbox and the classic theme corrects some very small issues, and basically makes this perfect for music and audio. Face it, you don't need extra bulk in your pockets for a screen the size of a smartphone, eating your battery.

These sound as good as the closed designs can get, imo. They are quite flat. Sure, not the very best out there, but for this price point, you won't get better. They are closed, so you can't expect such airy sound as from open back designs, but they do sound fantastic, and don't get too warm (can't speak for the leather version), but they isolate the sound better. Of all the headphones I ever owned, the beyerdynamic build is just the most comfy for me. If you want a reference set of cans, I'd reccomend these guys. If you want to add some umph to your music, you can always fiddle with amps or eq. The only downside of them is the non removable cable, really. At 250 ohms, even the mobile phone amps can drive them reasonably loud (don't confuse impedance with loudness). Also, you don't really get any accesories, a silky bag, i think, that's it. Not that you need them, but all the money goes into cans, and not the packaging, I guess.

This is in my humble oppinion the very best bang for your buck custom in ear monitor on the whole market. For 250 british pounds you get a very nice piece of equipment, from very nice people too! The guys at cosmic ears care about their stuff being done properly and on time, they checked everything to be correct, from my ear canal impressions to colour, logos, letters, etc. They also come with a nice set of accesories, and offer some nice rugged cases and better cables too (the stock cable is great as well). Use low volume settings, don't damage your hearing, as these things are sensitive. For the device itself, it has 3 balanced armature drivers, each as mid, low and high part of the spectrum.
 
Pros: "relaxed" fit is perfect, comfy and never breaks the seal, but that depends on many factors, be sure to get your impressions done correctly!
Sound isolation is superb
Fantastic for bassy music, but not distorted at the same time
Crisp well balanced and beautiful sound, and really much fun!
Cons: none really
The balanced armatures - they're sensitive. You will probably want to have a good source and amp for them. Not a con really, more of a trap if you don't know it.
The price: they're too cheap. You practically rob them for it
Some guys who like super high and bright music might be dissapointed when they give off their warm and comfy sound instead of ear and brain hurting trebble. Just sayin.