For classical music I’m going to recommend the Meelectronics AIM-9 for about $20 from newegg or overstock.com. They might be my favorite iem’s right now. They have great detail, really forward mids and clear highs. The negatives are slightly muddy bass (ringing, high bass not punchy) - and a narrow soundstage. They improved a fair bit with 50 hours of burnin. Don’t just take my word for it - read the many reviews on head-fi.org.
Since you mentioned the Sennheiser’s - my flagship iem’s are CX500’s which I bought for $62 on sale a year ago. They’re much more balanced with equivalent detail, but the mids and highs are less forward - less colored. Still good or great mind you - but not so “in your face”. The advantage the CX500’s have in comparison to the Meelectronics is really good, tight bass. For me, the volume control has been useful while running.
Overall, you can get many great reviews on the IEM forum on head-fi.org. Here’s the link to the forum:
Edit - I agree with the above poster above Grado headphones if you’re not looking for earbuds/iems. I have the entry level Grado SR60’s which I’ve enjoyed for the last 3 years. But I’d recommend at least the SR80’s because of the superior pads, which I’ve used to upgrade my SR60’s. The SR60i’s (i is improved) are about $69 and the SR80i’s are about $89. Both of these will sound better than iem’s two to three times their price. But they leak sound - so if your volume is high, your neighbors might hear it.
Message Edited by PolloLoco on 08-14-2009 09:24 PM