A right angle plug does help protect the jack on the player.
The earphones(IEMs) that come with the Clip Sport don’t fit me well either, and I have trouble getting a decent seal. The sound is also imo too bassy and doesn’t have enough detail. I never expect included earphones to be good, so I’m not disappointed. In fact I would rather have a case or a skin for the player included instead of earphones. I already have so many earphones.
See my rant about included earphones in general.
I found some very low priced in the ear earphones that I like very much, the Soundmagic ES18 at just $12.
It has 10mm drivers.
I have many other earphones that were more expensive, however the ES18 is one of my favorites.
Another of my favorites is the Sony XBA-1, at $25. This was originally $80. Since it has a single balanced armature driver, its bass isn’t the strongest, however it has great detail, and offers much better isolation than the ES18, which could be good or bad depending on the circumstance. When placed in the ear as far as it will go(on me the outer end is even with my tragus), the isolation and the bass are the strongest.
Another IEM I like is the Panasonic RPHJE450. It is $20 at Panasonic.com with free US shipping.
It has stronger bass impact than the XBA-1 but less detail. It is ported, so isolation isn’t so great, It has a very ergonomic shape which many find very comfortable. It has large 12.5 mm drivers which help give it stronger bass impact and a “larger” sound.
Those are the three IEMs I use most often, even though I have quite a few others. The others annoy me very much though either due to quirks in the sound or the fit. Some I can’t get a good fit with, and one has treble that hurts my ears.
I haven’t spend more than $50 on an IEM as ones I paid close to that much for are unusable for me due to the fit. I would really hate to pay $100 or more for one and not have it fit. Besides which, the sound on these three satisfy me. One other one I have is the Panasonic RP-HJE355. It has more detail than the HJE450, but much less bass impact. It is much smaller than the RPHJE450, so it would be great for those with very small ears.
It is $19 on Panasonic.com(also check the price on Amazon).