I agree with mijostyn re: the Etymotic Research ER-4. They are very small, light, portable, relatively inexpensive, durable, noise-isolating, and (most importantly from the audiophile perspective) they sound quite good. I use them with an Audioquest JitterBug and the DragonFly Red when I'm on extended airplane flights (fortunately, not that often) and when I'm sitting outside reading or staring into space. Better yet, they actually stay in place and sound good when exercising (e.g., a half or full marathon). Only problem: microphonics (noise from the cords) unless you're stationary.
Keith
Keith