What you're referring to are generally called 'canalphones'. I have a set of the entry-level Shure (can't think of the model at the moment). I paid $100 for them at BestBuy. They work pretty well for the motorcycle. I can listen to music at any speed with no problems. The only thing I have to watch out for is that if I turn the music up it can block out
all noise - sirens and horns included.
I've had them for 3 years, and one side blew out a few weeks ago, so I'm in the market for a new set. I'm hoping to find some that are a big lower profile, as the Shure's tend to get moved around in my helmet.
There was a review of a cheaper set on
webBikeWorld.com recently. If you want to truly geek out, check out
www.head-fi.org. A great place to buy headphones on the web is
www.headphone.com - great service and pricing that's within a few bucks of the best you can find.