I know you said no in the ear types...
http://www.walmart.com/catalog/product.do?product_id=4809767
But please, believe me, your Wal-MART SHOULD HAVE THEM for the same price
I traditonally HATE in the ear designs, I own three pairs of over the ear full cushion headphones [one Koss $20, one Sony $29, one Panasonic $69] and will never accept anything less [even the cheap Koss sound better than earbuds/small cushions]
but I was on a trip the other day and I had no space for my monster head phones, so I had to buy a pair of small ones, I settled on these and my GOD my GOD I was AMAZED
I've tried a pair of FONOTOPIA's that retail for $69 at SonyStyle stores and was rather impressed [but did not think they were worth the price]
but quite possibly, the Philips are the best headphones for the price, and they beat many more expensive sets, they are NOTHING short of amazing
And the ear entry plugs are VERY SOFT, you forget you are wearing headphones, they do not feel cold, they do not get hot, and they are soft soft material, it is a pleasure to wear them
I am not selling my headphones any time soon, but I have bought two pairs just to be safe the price won't go up or they'll be discontinued, they won an award in 2005 for innovation, an award well deserved because these are quite possibly some of the best phones ever
They will change your mind about in the ear designs, the Sennheisers are all hype by the way, I can tell the difference on the higher end ones but the cheaper low end range Senns do not sound any better than some of the more "commercial" brand offerings.
Please, just try the Philips with a good source [CD or high bit rate mp3] I promise you will be satisfied.