Jer,
I'm sorry to hear that the initial order was wrong; at least Amazon has good customer service and will make it right. I buy used items frequently, but I expect a commensurate price, and even a near-mint unit that is in all practical ways good as new won't have that same opening experience.
I honestly can't remember if the case came inside a bag (inside the box among the foam), but I don't think so, and definitely not 3 bags, and the cables were neatly coiled and tied and tucked into the straps in the case. If I wanted to know for sure what the new opening experience was like, I could watch my unboxing vid on YouTube (I'm Evshrug on there too).
Jmsilva and other exercisers,
I have a pair of Koss KSC75 dedicated to gym use. The sound on them is the most impressive I've heard sub-$50, best bargain headphones, they dont isolate me from outside noise much but they leak very little music to others. They're pretty comfortable (they're clip-ons, so light yet secure) and don't get in the way. They have a lifetime no-questions replacement warranty, but they're so cheap it's easier just to buy another pair. I would buy one of the canalbuds (not a full canalphone) advertised for exercising wear if I wanted better sound quality, but I find I often want to talk with people or my exercise partner if there.