I bought a pair of semi-cheap ($40) Altec Lansing's from Best Buy and they work really well with my full-face. The main deciding factor for me was the cord, some expensive pairs have a wicked thin cord that I'd be afraid would break after not too long. The one's I got have a braided nylon cover on the cord which has held up for a year now. I stuff the things inside my jacket pocket and generally treat them pretty harsh and they've worked really well. The main thing to look at is how far will they stick out of your ear. Mine are very minimal, especially compared with some of the skull candy's I've seen. It took me a lot of experimenting to figure out which rubber bud would work best for me, some fit well but didn't block sound out as well, other's didn't fit well at all. Again, just speaking from my experience, my cx seems to drown out the bass in the music, so I put the bass up on my equalizer setting. Overall, I don't think I'd spend a hundred dollars on a set that I wasn't sure I liked, I took a chance on these cheaper Best Buy one's and they've been just fine.
Oh yeah, if you get it so that they block out sound well, you won't have to turn the music up loud at all. I keep mine on the same basic volume for riding the bike as I do if I'm sitting at home. It's not so loud that I can't hear a horn or sirens, but with the bike on, the helmet on, and the music on, I can't hear spoken words.
