Apple's In-Ear headphones are supposed to be better than the earphones that come with your iPod. I got them for the added quality and also to block the noise of the city during my commute. It is just impossible to hear what podcasters are saying in normal city noise! Because the earphones are designed to go into your ear canal, they also function as earplugs.
That is: if you can get them in!
Apple supplies 3 sizes of pads to fit your ears. Our ears are so different that there is a rather large chance that none of them really fit! This is not something they advertise of course. It is so common that there are specialized companies that will produce custom molds for other (high-end) In-Ear earphones like the Etymotics.
So my problem was, left ear: no problem, right ear: none of the supplied pads worked! The earplug would always fall out and not produce the sound it was supposed to.
Griffin Earjams to the rescue :-)
I saw the Griffin Earjams in the store. Pretty cheap. Since I still had some normal earbuds at home and wondered how it would sound I decided to buy them. It also seemed just by looking at the pads (the little rubber rings around them) that they are pretty similar in size to Apple's. Just shaped a bit differently.
It turns out Griffin's rubber pads fit on Apple's In-Ear headphones as well!
I now have the small size pad of the Earjams on the earphone in my right ear and the medium size pad in my left ear. Much better! It really sounds great and I can actually move my head without the earphones falling out.