Lidl will have these in-ear sports headphones instore from Monday 30/09/13 for £3.99 which seems pretty good.
Product Information :-
In-ear sports earphones with ear-hooks to connect to MP3 player, smartphone etc.
Includes 3 pairs of silicone earpads for a custom fit, sizes: S, M & L
With guide clip for adjusting cable length between earphones
Cable length approx. (m): 1.2