If you're new to this forum and haven't read its pages for a long time, I share some information: reply #1 was a joke, and reply #2 concerns things called IEMs, and discusses $200-$400 earphones.
What's your budget? Is it small, like $25, or do you have money set to buy something expensive? Also, some pointers:
Earphone-Too general. I'm assuming you mean an earbud, like those that come with your Creative. In that case, the Sennheiser MX 400/500 is one of the best. Like all earbuds, they're not too good at all.
IEM-"In-Ear Monitor". A canalphone that isolates very well (to the extent that you can't hear cars coming...perhaps TOO well), but does so by using sleeves and such to act like an earplug; you may not like the comfort, and a lot of people don't (although I do). They also sound much better than earbuds, but generally don't compare with full-sized headphones in terms of impact (especially bass) and soundstage (how you perceive the "space" in the music and the recording, e.g. a symphony orchestra spread all around you, in a very good headphone). The cheapest "true IEMs" are the Shure E2C, Etymotic Er-6i, and Ultimate Ears super.fi pro 3, all $75-100. For a cheaper taste of an IEM, you can get a Creative EP-630 or a Sennheiser CX-300, but they're not as good or isolating as those mentioned above.
I don't listen to much heavy metal, so I can't comment on a choice. But of the above "true IEMs", the Shure has the most "fun", bass-heavy sound, and the Etymotic is more detailed and clinical; the UE falls in the middle.
Oh, and: Sorry About Your Wallet.