The Sony EX71 is relatively speaking terrible...
... but, they're the only widely distributed earphones under £50 which provide a decent amount of isolation. That is a plus. However I'd personally trade just a bit of isolation and some portability in favour of the more balanced sound of the Sennheiser PX200 mini-headphones.
I didn't like the MX500 much either for the same reasons as uridium (inconsistency of fit) and also for the lack of some isolation, which I think is mandatory for commute use. However, it does have decent sound quality when you can get it to fit. They should perhaps ship different sized foam covers with it, because that might fix things.