I long ago settled on the Etymotic ER4-P’s — it was a Wozniak post back in the bulletin board days that turned me onto them — but Shure and other better-known shops make ‘em, too.

Advantages: better noise isolation than the “noise canceling” style, better fidelity, too. (An audiophile type I follow put them at the number 2 position on his list, bettered only by bulky studio-quality phones.)

Disadvantages: some people don’t like the feel of things so far into their ears; the isolation can be dangerous, even illegal, in traffic. Definitely not for bikes.