Good idea to scratch the v6's for working out. It's a shame that the e2's don't work for you - I use them for lifting and running and they work well.
I understand you need good sound when lifting, but there is a limit to how good the sound can get in the gym. IMO your upper price range is about the point of this cut-off. So, its not really a matter of some of us not caring about sound quality while weight training (ok, maybe I'm just speaking for myself here), its a matter of most of us knowing that you can only get so much of that quality in the gym - then you can go home to listen in a better enviornment, with better equipment.
If canalphones don't work for you, such as the shures, why not try some earbuds. Some isolate damn good - sony ex71s is the only earbud I really had experience with, but they withstood some serious exercising abuse (sweat, thrown around, tugged). They are 40 bucks, and they don't stick far into your ear like the canalphone you tried. Their sound is good for the gym - lets just stick to that

What portable player are you planning to use at the gym? Depending on what player your using, I would buy good isolating earbuds for exercising and buy some regular headphones for computer/home use. There are many headphones around 50 bucks good for walking around and computer use. And add in the cost of some isolating earbuds and that is about the highest your wiling to spend.