If you carry on listening to your iPod at full volume, you won't be able to enjoy music for much longer

You only have one set of ears, look after them. Trying iPods out, I can't turn them above 60% - that's with open cans, not IEMs. If you have it at 100% and you can take the pain, you've already damaged your hearing. And I'm talking EU volume limit removed here.
Now, if you're going to the gym, I wouldn't spend more than £30. Sweat, potential to get caught in equipment or trodden on. If its only treadmill, fine, but I still wouldn't spend more than £30. I'd get either the Senn PX100 (£25, play.com), clip ons Koss KSC75 or for canalphones, the Senn CX300 £25. Search for reviews
If you want expensive cans for non-gym use, that's a different topic imo
BTW, while you can't expect greatness at the budget end, Sony EX71 are atrocious. Sure if you're a Sony fan and used to the Sony sound, you may like them. But they even add bass to songs that don't have it! Bass is too bloated and uncontrolled and the highs are non-existent. Possibly the worst phones you can pay for and certainly I paid for.