I just happened on a great and cheap answer to in-ear headphones:
I bought some Koss 'The Plug', which are very reasonable at $15.
Couldn't get on with the earbuds though.
It just so happened though that I had some earPlanes,
http://www.earplanes.com, (9$) which are comfortable to wear.
I pushed out the ceramic inserts, cut some of the long ends off, and they fit perfectly on the 'Plugs'.
So now I have some great, very comfortable, don't fall out, in-ear phones for flying for $24!!
I find them at least as good as the Sony MDR-EX51LP, (but I can't compare them with the Etymotic ER-6i !).