I have the JBL Reference 220

and a Shure E3C.

These are both in-ears. Both have very, very noticeable improvements over stock earphones. The Shures have a 'cleaner' sound compared to the JBL's 'bassy' output. Don't get me wrong, but the JBL sounds good too... But compared to the Shure, which I think is technically more superior, you could also notice the difference.
I use the Shures for my iPod, PSP, iPhone, and more importantly, as monitors for recording drum tracks... I prefer to use in-ears for recording over bulky over-ears or DJ style headphones simply because in-ears are lightweight, doesn't restrict movement, and can isolate the sound better.