If it's for running - I prefer buds to IEMs (IEM's unfortunately bone deliver the thump of your feet on pavement - I think it's called bone conduction). Couple of cheap options whcih don't sound too bad:
- Apple Earpods + get some foam covers (seriously - they actually sound OK)
- HSA PAA-1Pro (review here - http://www.head-fi.org/products/hisoundaudio-paa1-pro/reviews/9593)
If you wanted to spend a bit more - but get crystal clear sound - then HSA Living is one that has been really growing on me. They are expensive though - not really a value prospect.
As David suggested - look into Yuin's offerings, and also Blox - both have a good following.
For IEMs - good isolation and great sound - OK for walking, but not really for anything too strenuous - have a look at the HSA BA100. I have a review sample now - and I see Noisy Motel has them for $59 (http://www.noisymotel.com/product.asp?ProductID=551). They are seriously good value. You'll see some reviews of these starting to hit the forums in the next week or so.
Other places to check - try http://www.head-fi.org/newsearch?search=best+earbuds
For IEM's - Joker's thread is THE place to go - http://www.head-fi.org/t/478568/multi-iem-review-297-iems-compared-steelseries-flux-in-ear-flux-in-ear-pro-added-09-25-13-p-772