Thanks for the great suggestions! The PFE122 seem good, but I was unable to find them locally (Norway) meaning that the prices goes up around 20% in addition to a 20£ handling fee (yes our customs suck) bringing it way out of my price range. The SE215 I have looked at before and was unaware that there is a mic version of them. Is there a special postfix for the mic version i found SE215-CL and SE215-K. I did not find the microphone version anywhere although I saw you could order a cable with a mic from the official site.
Oh, wow, that handling fee looks painful. The mic version (SE215i) is basically the K but bundled with the mic cable. http://www.earphonesolutions.com/shure-se215-iphone-headphones.html. I wouldn't get them there because the shipping to Norway looks terribly expensive. Grab the K if you can, along with a separate mic. I guess look into the HF3 if you can as well.