Audio-Technica CK32 (if I remember the model right, and strictly canalphones are not IEMs, I know). Mediocre build quality and weak sound (in almost all respects). But that was my first attempt at higher quality phones. They did burn-in after extended listening and improved a little bit. They were however a step up from stock buds. I was very happy when I had a chance to give to a friend who was still using 1 gen iBuds at that time.
Following, not at a great distance, was Etymotic ER6i (black). I was excited for a while when I just received my pair. But after that came a lot of disappointment. The sound quality is actually good, especially in terms of the clarity/detail and the sparkling highs. What annoyed me was the absence of emotions that came through them. Cold and analytical are very good things to say. A review on headphonereviews.org said the music was dead. I couldn't agree more. At that time I didn't have an amp, not even a homely Fiio, so maybe my feelings were a little unfair. But the i suffix was meant for iPod, i.e. headphone out wasn't it? If a product is developed only to perform well with the aid of external amplification, I think the manufacturer should explicitly tell the customers. Sadly, not from Ety that had a lot of respect from me. Didn't regret when selling it in mint condition for much cheaper. Plus the cable looked poor.
Later I had a few others, mainly bargain ones. Among them only the JBL Reference 220s and the ADDIEMs had done the job ok. Maybe IEMs are not for me, or maybe i'm not very willing to try the better.