These.
Philips In-ear surround headphones. Can be had for $15-20 here. Great bass and great sound. The only issue is they tend to mess up after 2 years of constant use. I'm on my 3rd pair, probably going to buy a 4th soon as backup.
I also have Bose in-ear that were $100, but they're a little too heavy and expensive for my usual usage.