For those of you with an Sansa Clip/Clip+, I discovered I could carry that and my IEMs (Xears TD100-II, so think "not the biggest housing, but not really small either") in a cheap EVA earphone case found on ebay here:
http://cgi.ebay.ca/ws/eBayISAPI.dll?ViewItem&item=130453274484&ssPageName=STRK:MEWNX:IT#ht_4442wt_907
Took some time to get it (ordered on Dec 18th, go it around Jan 17th, but I think it was already in the office mailbox the week prior), but you can't beat the price.
I can even fit the Sansa mini USB short cable in there if I really want to!
Don't have it with me right now to take a picture, but you can take the clip and put it in the area with netting, and roll the IEM cables and put it in the other area. Very convenient. There's variants with a carabiner on ebay as well.