The Shure E3Cs are great, but be aware that they are earplugs that play music... By that, I mean they REALLY isolate you from the outside world. I used to use sound cancelling earphones on airplanes, but the E3cs cut out the airplane noise much better.

So, I reserve the E3Cs for when being that isolated is appropriate, and stick with the standard IPod headphones for walking around.

js