In-ear earbuds can offer better sound quality. Look for a pair that comes with replaceable tips for the most comfortable fit.

Considering buying a model with controls on the cord, too. That way, you can use the controller tricks I describe in this awesome video. 

I sell a great pair of earbuds with remote controls and a mic. Check them out. 

In-ear earbuds and closed-cup headphones offer noise isolation. Some people confuse this with noise cancellation, but these are different technologies.

Noise isolation blocks outside noise by forming a seal around your ear. Noise cancellation listens to the external noise and tries to cancel it out with white noise. Both are useful for letting you focus on just your music. However, noise cancellation is more expensive and requires power.

If you're looking for inexpensive noise isolation, I have just the pair of earbuds. Or look at the model with easy-access controls.