Koss PortaPros (budget), Ety 4Ps ($$)If you're on a budget, I really like the Koss PortaPros ($50 list). Some may find that they're a little heavy on the bass side, but I like that for some music. Great sensitivity. Most who try mine want a pair.
If you've got more to spend, my 4Ps are amazing. I like them better than my Grado 325's. Clear, detailed and very sensitive (= volume without amp). Not as much low end as the Koss's, but much much more clarity.
This is after trying several models of sony's, grados, akgs, and sennheisers.
But remember that earphones, like speakers are very personal perceptions. Don't take our word for it, just build a short list from the recommendations here and spend some time listenening yourself.