Check out JAYS qJAYS. last I checked they had a MSRP around $170. They sound fantastic, and are extremely small, sitting almost entirely inside your ear canal. With the cords wrapped around my ears and cinched up tight behind my neck I can fall asleep very easy with them. Though I prefer to use my Yuin PK2 ear buds, simply because they will pop out of my ears sometime after I have fallen asleep and have rolled over once or twice. The qJAYS tend to stay put, especially when using foam tips (like Comply) rather than the silicone ones.