JVC marshmallows are in ear but come with two sizes foams. They are made like foam ear plugs and expand after you insert them. You roll them between you fingers before inserting. They are the most comfortable ear buds you will ever own and cheap. Perfect for audio books. You can wear them for hours. They are straight plug though but for $11 if you need to find ones that do fit your ears these will.
http://www.amazon.com/gp/product/B00DVH265G/