If you have any interest in music and are still using earbuds, or have never owned a proper pair of in-ear headphones it's time to do your ears a favor and get a pair. These are custom moulded to fit your ear canal and give an extremely rich sound. Somewhat pricey compared to earbuds, but cheap compared to other custom earphones. The cables are also replaceable – handy if they wear out or get cut.
I love getting great new headphones and sitting down and listening to an album with really good production (for example Radiohead In Rainbows) — the music can feel so rich!