There is a huge difference between ear buds (that just sit in your ear), and earphones that fit into and seal the ear canal. In-ear headphones will sound exponentially louder while blocking significant outside noise.
Neither of these are cheap, but they’re not what I would consider to be a fortune:
The Klipsch Image S4 earphones are very nice and cost around $60.
The Klipsch Image S3 earphones are last years model and can be had for less than $50.
I have the Sennheiser CX 200 Street II Sports Headphones and paid less then $50.
Thinksound TS01 are supposed to be nice and are around $40
Razor Moray’s are around $30.
Otherwise, just pick up some in-ear cheapo’s and hope for the best.