Before we get started, in-ear headphones fall into two design types: universal models that come with user-replaceable tips that accommodate a range of different size ear canals, and custom-molded models that are made to order, and fit only the owner's ears.
Universal picks start with the stellar $79 Hifiman RE-400 and go all the way up to the outrageously fantastic $799 Sennheiser IE 800.
Before buying a custom design you must first visit an audiologist who makes "impressions" of your ear canals. The procedure is easy enough, and takes around 10 minutes. Audiologist fees range between $50 and $100, but customs produce superior noise isolation than universal fit in-ear headphones. If you commute or spend a lot of time in noisy environments, customs are well worth the extra expense. Custom prices start around $400.
Check out the Audiophiliac's best in-ear headphones of 2014.