Many people listen to mp3 players these days, and most use a pair of earbuds for this. These tiny devices are a very personal thing. Besides not wanting to share earwax with someone else, the fit and comfort of any particular pair of earbuds is highly dependent the shape and size of our own ear canal. A pair of earbuds that fits you great may not fit me very well at all. Then there is the issue of sound quality, and for some, concerns about wanting their environmental sounds to be blocked. If you want to block external sounds, you have two choices in earbud "technology" to check out and consider. Noise cancelling and noise isolating. Many people think the latter is way better than the former.
Noise isolating headphones or earbuds operate on a simple principle. Block any sound that is not coming from the speaker that is in or adjacent to your ear. This is a good idea in theory but can be a bit tricky in practice.
First, as I mentioned earlier, there is a concern about fit. For earbuds, noise isolation is best obtained by trying to use a system where the earbud is inserted into the ear canal and foam or rubber pieces extend from the speaker mount to the wall of the ear canal. This is really crucial. Noise isolation does not work well if an earbud is almost a good fit. Letting any sound in means all external sounds can make it through to your eardrum. Probably a large percentage of most well designed earbuds with noise isolation will fit most people just fine. You may have to mess around with switching out a few supplied earbud tips to find what works best for you but you will be able to find something that works. If you can't get a good fit, it may not be the fault of the manufacturer. You may just have a less than average ear canal and your not like most of the population.
The second issue is comfort and ease of use. Let's face it, having something shoved deep into both ears can be a freaky thing. There are people that will never be able to use these types of devices. For those that are Ok with this but it feels kind of weird, that feeling does tend to go away after you get used to wearing them. Then you need to figure out if your ears will tolerate the earbuds over longer periods of use.
If you need a pair of earbuds that block out environmental noises, you should consider noise isolation. If you can get a good fitting pair, you will be happy with the level of "putting you in a world of your own" they provide.