I though the main problem is that your ears are small. If so, average sized earbuds may not fit you. Why not get the MX581? It isn't that cheap, but isn't that expensive. I have the MX580 and really like it, although some IEMs I have at around the same price or even cheaper do sound better. For open earbuds though, the Sennheiser MX580 and MX581 seem like good values. What is your objection to IEMs? When walking around I use open earbuds since I feel using an IEM then would be dangerous. When I don't need to hear my surroundings though, I use an IEM or closed headphone.
There are some very inexpensive very compact portable headphones such as JVC HA-S160 that are closed, but don't isolate so well due to their small size. There is also the Sennheiser PX100II which is open. Imo these sound better than the MX580(and probably the MX581 as well?) they aren't as portable as earbuds or IEMs(they won't fit in your shirt pocket with the player) however the PX100Ii folded up will probably fit in your jacket pocket. You can get the PX100II for $50 with free US shipping at J&R. Let me know if you see it cheaper somewhere else.
I'm sorry JK1. Yes, this the main problem. I was just trying to see if there were any more options. I will look closer into the MX581s.
My problem with IEMs is that, I've had a hard time finding ones that would fit into my ear-canals without hurting (this is even true with the smallest of the rubber pieces). Also, I don't like that isolation that makes hearing surroundings hard when walking.
I apologize again. Thank you.