I'm using the budget Koss earbuds, and I find them OK.

The custom-fit in-ear systems are more comfortable due to the care taken in creating the in-ear mouldings on an individual basis. Thats why they cost so much but you really do get what you pay for.

If I find myself having problems with the budget solution then I would have to bite the bullet and get the proper items. I'm done with carting monitor cabs around now, and the speakers in my PSR3k are not up to the job anyway.