I don't generally recommend "In ear" designs..... there area number of safety issues with them about which the average punter is ignorant,. even once told they assume it's scare mongering.
basically it's as thus.
To get truly effective performance they need to seal the canal pretty tight.... this leads to 2 issues.
1) when used overly loud, or even moderately loud, they can cause accumulative damage to the hearing , as per any loud noise... BUT because they're in so close and forma direct link system with the ear drum, the levels and exposure times needed to cause damage are MUCH MUCH less than normally quoted in most HSE studies....
2) Because they seal up quite tightly, it's easy to get a complete seal... all it takes is a tiny bit of earwax .... the end result being that when they're removed, even quite gently... the resulting Vacuum / negative pressure differential , and following in-rush can cause ear drum perforation . and I must stress, that in that scenario it is in fact MORE likely that it WILL cause damage than that it won;t.
These issues are slowly being addressed by the industry, but it's quite scary how many live performers have suffered permanent damage using in ear monitoring designs, and i can assure you, consumer ear bud headphones are a LONG way behind the pro monitoring systems.... it's kind of like F1 the technology eventually filters through in to the mainstream consumer market... but it takes time and usually costs money....
Sennheiser designed the Px range to be used with mobile devices such as iPods , making them as efficient as practicable , so using less power and extending battery life, but deliver much MUCH better listening performance than is safely possible with an in ear design.
as to how much better?
even my 16 year old teenage son can tell the difference....
I bought him a set of Px200's to go with his Video iPod for his birthday ......
his exclamation on using them was "unprintably awesome... "
he now won't use the original apple in ear buds, but his px's are never far away from his ears....
unless you're a mastering engineer , i see no reason to spend any more than that on a set of listening for pleasure mobile cans....
on the other hand if you need isolation , or even more detail, and not mobility, then there are other designs to consider...
HD650's are my personal favourites, but I use Beyer units in the studio live room for their bullet proof build and good isolation performance..