After I lost a pair of Shure SE-110s, I could not find an in-ear headset that I liked. That is until I came across the Bowers & Wilkins C5s. They have a little loop that keeps the units in place, talk about an ingenious approach. The sound is amazing.

But when I want to isolate myself I use my over-the-ears Bowers & Wilkins P5s. Worth every penny.