Sony MDR-W08 headphones.
They were hands-down my favorites. They cost less than $10.
Then Sony discontinued them.
Now if you can find a new set, or a set in new condition, they go for ten times as much.
I've tried other vertical in-the-ear headphones, but they're 1) unimpressive and 2) more expensive than the MDR-W08s used to be.
Anyone know of a good, inexpensive vertical in-the-ear front-facing set of phones?