Earphones that don't hurt your ears - suggestions?
I hope I am not the only one around here who thinks that the In-Ear Headphones (or earphones) hurt your ears too much after a while of use. It is a wonder how the accessory that's used by thousands on a daily basis has seen so little innovation on the comfort front (or may be I am too ignorant?). Now again, I am looking for a not-so-costly option so the choice is limited.
Anyone remember that when the first earphones came they had the cotton earbuds on them? Something like what you can see in this picture:

With time, they got replaced with the plastic-like earphones (See picture below)

I hate these style of earphones. They don't even stick in your ears, fall too often and are not even a comfortable fit. I only use headphones for the last 6 months, but wearing them outside is not feasible as they are too big.
I also found that people these days use a new style of earphones that have a malleable foam type material. This part can be squeezed together to place into your ear, which then expands "plugging" your ear. Some friends also suggested that I give up using earphones and go for clip-ons.
But I want to know what earphones hurt the least and which one have you been using. Have you experimented with different earphones?