The FiiO E3 is one of the smallest earphone/headphones amplifiers available. It takes a single AAA battery, which will power it for 20 hours, and is tiny enough to strap onto your iPod or phone.
The legendary SoundMagic PL10 earphones are still available at under $10, which is a ridiculously good price. In terms of real world performance (e.g walking around in the city) the SoundMagic PL10s are equally as good as my Shure E2cs, which were $100+, AND the SoundMagics are infinitely more comfortable, AND they’re 1/10 the price. The build quality of the SoundMagic PL10s isn’t as good as more expensive earphones, but at this price it doesn’t really matter. On a day to day basis I find myself using the SoundMagic earphones much more than any of my other earphones simply because they sound 90%+ as good, AND I won’t start crying if I catch the cord on something and break them. The PL10s have a Y shaped cord (yay!) and come with spare S/M/L silicon ear pads, a carry bag, and a cable clip. Buy ’em while you still can.