Soundmagic have some very well priced but also well rated in ears for that toe in the water thing.app £50
http://www.amazon.co.uk/SoundMagic-PL50-Professional-Monitor-Earphones/dp/B002R1IFNO
You could go for some previously used shure se215s or even shure E4s or E5s (if you can find them) app £100
You can use these with all sorts of tips or buds, my choice being the Comply squishy foams that expand in your ear and give a good seal.
http://www.amazon.co.uk/s/ref=nb_sb_ss_i_1_6?url=search-alias%3Delectronics&field-keywords=comply+foam+tips&sprefix=Comply%2Celectronics%2C226
Moulds themselves aren't too expensive, with ear impressions being about £20 and the moulds for as little as £85.
I just had some made for my Shure E5s by the MP3company http://www.themp3company.co.uk which cost £119 all in.
I have to stress, the fit is absolutely imperative,you must get it right or you will lack low end overall, these types of IEMs only work when sealed well.
I think you'll start enjoying the experience after a week or two when you realise you can have exactly what you need in your ears.
Good luck.