Well, I'm willing to go with IEMs, it's just that I've always been disappointed with what I've tried. I haven't gone aftermarket for tips, but I just tried my girlfriend's UE600s again, and with the foam tips, they're fairly comfortable, and surprisingly, didn't fall out. Which is great. So, I think I'm probably going to go for IEMs, based on size and portability alone. And I guess you're right -- my budget is too limiting. What about <$100?
As far as the M50/KNS8400 suggestion, I appreciate it, but even without the budget, they wouldn't be on my radar. They're too similar in size to my SRH440s, and I'm really looking for something much smaller. The Philips phones seem to be the best option of the three portables you suggested, especially with the microphone which I forgot to mention as a major plus(a completely optional and unnecessary plus!!). I'm looking at some reviews for the S500s, which don't really look like bad choices so far, so thanks.
But again, can you suggest some IEMs that match the sound criteria I listed, under $100? Thank you.