You will find the little Sennheiser earbuds as recommended above very good value,and quite decent performers.
If you really do want to spend some cash on a set of in-ear phones that will do well from the hifi point of view also,try the Etymotic Research range(
www.stoneaudio.co.uk are the importers)...not cheap but definitely in the hi-fi area.
As for your comments about good phones and dedicated amps,like the other posts above,(and obviously as an owner myself)I can only add to what's already been said,and say that a good set of phones,with a dedicated amp and above all good source,will equal conventional speaker systems costing many times as much,for a fraction of the price in terms of detail and imaging.....ok,you lose the tactile element of the basslines,but you'd be surprised by a really good system.
Mine does run to the upper end of the price scale,but does include a lot of gear made otherwise redundant by the Av end of my system....suzywong....have you shortlisted any headphone amps yet?.....let us know how you're getting on with that!