HiFiMAN
RE252 In-ear Earphones are quite good ... but they retail for $200 - but can be had for less ... and work great right out of ipod/phone or amped ... I had good experience with it ... I know it is out of your budget - but could give you a pointer ...
http://www.head-direct.com/products.php?page=2&c=1#Westone 4 are really WARM - but they are for $400
Shure 425 are also nice and warm but for $250+
You may need to describe what you mean by warm - it can be had by treble roll off or by bass boost ... you may even want to consider using EQ in your iphone ... or perhaps you are looking for something else ...
Cheers