I suspect Apple's standard "free" earbuds are actually deliberately bad because they're intended to upsell the customer on a better pair of earphones -- and a customer who's buying in an Apple store will of course be exposed to Apple's in-ear phones as a possible upgrade.
(Full disclosure: I use a pair of Ultimate Ears TripleFi 10's which kick the shit out of the Apple ear canal phones ... on the other hand, they're a lot more expensive. In the sub-$100 earphone range, the Apple in-ear phones are fine.)
They are truly reference-class equipment. (My Brain-Age2 word-discrimination score would jump a whopping amount just by using those!) I don't use them unless I'm on a plane, though. In-ear is just too much effort/overhead for me.
These Sennheisers had decent sound and folded up to fit in a dandy little case. However, my girlfriend at the time told me that they look so dorky, she didn't want to be seen in public with me wearing them. http://amzn.com/B001NZ8PHQ
Then I told her that there's even better sounding headphones (non-iPhone) in the same price range that look even dorkier. She didn't believe me until I sent her the link. http://amzn.com/B00001P4ZH
Apple needs to solve the headphone/headset design problem!
Grados, on the other hand, are full of gooey retro goodness: http://www.gradolabs.com/product_pages/rs1.htm I have an 80, and it's amazing how many random music geeks will start talking to you just because you have them on.
Since you've used some: have a recommended starting point for Etymotics? I've been looking for something isolating to complement the I-can-hear-that-ant-tapdancing-through-my-music of the Grados.
I bought my sister some bluetooth Etymotics which are no longer made. She really liked those. I also have an Ety.com headset, which is really good at what it does. (Allows you to have a phone conversation in really noisy environments.)
My advice: try some from a store with a really good return policy. They are not for everyone. Also, I'd just buy the ER4's, unless you want an iPhone headset. They are a very good in-ear phone with superb isolation, especially if you are sitting still, and you can use them to do serious sound work.
I've bought mine from http://www.headphone.com/. (Not affiliated with them in any way.)
I (apparently) have rather large ear canals, and a lot of in-ears don't seal properly. I've had the worst luck with the triple-flange style. As such, I kind of need something with larger sizes than normal, and / or get something custom molded (which I'm seriously considering). Know a good place to look for any of that?
Now to find ones that sound good but have a mic+remote...
edit: them cheap earbuds that sounded better IMO - http://www.amazon.com/gp/product/B000I68BD4/
They still suck. But they suck less than the competition.