I use Fisher Audio Silver Bullets with my Sansa Clip+ which I have been quite impressed with but as with all IEM's it's all about getting a good seal in the ear. Given a choice though I still prefer my AKG K26P portable over the ear jobs, but they tend to make you look like your a WW2 radar operator Also my wife has set of Koss KSC75 which simply clip over the ears (no headband) and are an IMO outstanding for the sub £15 price and come with a lifetime guarantee.
Rich
Source: Squeezebox Touch, Chinese AK4396 DAC, Pioneer PL-112D + Shure M75ED type2, Pioneer PD-7700 CDP
Amp: Sansui AU-505
Speakers: Ditton 44's