$400 haircut? Serious?
Anyway I'd recommend the Sennheiser IE8i. They are pricey, but then again, you paid $400 for a haircut, so I suspect that you have money.

BTW, I personally have these headphones...

 

I ended up buying the Bose IE2's and really like them. Great depth to the music and definitely has enough isolation to hear only the music. Also, my fiance said that she can't hear me listening to music through them like she could with the cheap ones you get with Ipods that just sit in the ear.

 

I like these: http://www.bestbuy.com/site/Bose%26%...&skuId=1114791

Bose In-ear headphones. It stays snug during workouts and are very comfortable when you like to listen for a long time.(I keep them on while sleeping)

I've also ran with these and it will stay on. It comes with multiple ear pieces to accomodate different sizes. At first, when I put them on, it felt kinda weird but then after a few tries, it got very comfortable. You can turn them up really loud too and it hardly has any distortion.

A little pricey but it's worth it. Pair it up with Best Buy's warranty(approx $20)for any type of damage and you're all set!