I looked into the molded earplugs to go with My Zumo as well but thought they were too expensive. I went with these
http://www.etymotic.com/ephp/epcomp.aspx the ER6. They come with several different tips. I prefer the foam ones, similar to the typical foam earplugs commonly used. You just squeeze them to compress them and they expand in your ear canal.
They sound pretty good, could use more base but that's pretty common for all the small in ear speakers I've used. they do seal up well and keep the wind noise down.
Hope that helps.
Sprintboy
