I have had a couple of pairs of sony 71ex's, in ear thingies with rubber seals... they are quite good for the price and quite bassey ~£25. My sony K800i phone has very similar buds on the upgraded stereo headset.
I'm sure they have been superceded but I wouldnt pay too much for walkman earbuds as they can so easily get lost or damaged... in the home that a different matter and I use Sennheiser HD25's with a separates amplifier.