I agree with sholling. My brother has those headphones (which he does not use with his iPods), and he was blown away by them. He's owned other good headphones in the past.
I got the Sennheiser CX300 earbuds for my iPod, and I've been pretty happy with them. They are not cheap, though, at around $60. I have a first generation shuffle, and the background amp hiss that was not audible with the supplied Apple earbuds became very noticeable with the CX300s. However, that hiss is not audible once a song is playing, and the sound was much better IMO than the Apple earbuds. The CX300 come with three different sizes of rubber surrounds for the buds to get a custom fit. Other brands might have the same thing. Definitely try the different sizes, though, as the first one fit my ears but sounded bad to me.