They are neither in-ear nor within budget but for anyone who is reading this for whom those conditions do not apply I recently bought a pair of Bowers & Wilkins P5's
They are simply the best headphones I have ever used. They include two cables, one includes a volume control and mic that's iPhone/iPod compatible. Going back to the iPhone bundled headphones is rubbish.
They're great generally although if I'm out and about exercising or something the leather ear covers encourage sweat. For walking about town or taxis/MTR they are unbeatable.
I paid $2880 from the B&W store on Duddell Street.