Do some research on
www.headphone.com, particularly in their listing of iPod headphones:
http://www.headphone.com/guide/by-application/ipod/
And, of course, use the search function here and in the Portable Audio forum. Anyway...
For something portable, but not sealed (the iPod earbud isn't sealed either): Koss KSC 75 for about $12. Next step up would be the Sennheiser PX 100. It's not as tiny as the Koss, but still very portable - folds up and comes with a nice hard case. The Koss PortaPro is similar.
For something portable and sealed: Sony MDR-ex71, ex81, or Panasonic HJE50. Shure e2c if you can stretch a little to ~$65. Maybe AKG K 26 P. These typically won't sound as good as the non-sealed choices above (KSC 75, PX 100, or PortaPro).
If you don't need much portability, I suggest saving another $20-$30 and getting the Grado SR 60 or Sennheiser EH 350. These are basically for home use, but are lightweight and still work well in portable settings.
Out of all this, I'd take PX 100 in the first category, ex81 (mostly because it stays on more securely) in the second category, or EH 350 in the third one.