http://www.earsound.com/shurefit.asp Make awesome custom fit earbuds for about $130. These cost £8. Sugru is a moldable silicon that sets permanently, similar to PlayDoh but doesn't go all crumbly when dry.
This instructable gives you advice on how to make your own safely, either for use with headphones or as earplug for sleeping.
This instructable involves jamming stuff in your ears and is not suitable for anyone. you'll probably get it stuck and have to spend hours in A&E. I hold no responsibility if you continue following this instructable and result in said situation.
That being said, read on.
Step 1: What you need.
-Sugru, 2X5 gram pack
-making the perfect fit earbuds
-Cheap rubbish headphones (preferably in-ear)
-doesn't matter how low quality
- cleaning and moulding
-stop you pulling out your eardums