PXC 250's for me as well, tried the Bose and the Sennheiser (Mxc 300's ) in-ear buds but found they were very uncomfortable.
I actually lost my first set and my Ipod
a few weeks ago and tried the others but the PXC 250's were good enough (could not notice the difference v the 300's although they look a bit nicer), so I bought another pair for £55 on Amazon and a shiny new 80G ipod. I cannot praise these phones enough they really cut the background noise and allow you to enjoy what ever you are listening to.
Travelling without either of these tools would make my job and life much worse. I cannot recommend them enough.