Well they're not the cheapest thing on the market, but stuff like this:
Custom or Universal
These are musician rated, and very good across most all of the price points above $150 or so. They're also very durable, I've had mine for almost 7 years and have done everything from perform in them to run, bike, workout, etc. Above all, they are simply
amazing on the plane. Really don't think I could fly without them ever again. They don't seem to suffer from cord/connector breakdown as easy as retail ipod earphones etc, so the cost is justified imo. The other best thing about them is you can keep the music low volume, which is better for your hearing.
Shure and Sennheiser also make similarly priced, and cheaper, models. Whichever brand you do narrow to, make sure you're getting at least dual drivers.
I don't think the ones you can buy at Best Buy etc are any good, they are "in ear style", but not true monitor quality.