Fortunately earphones and earbids have evolved for the better these latest years. Any earbuds with different sizes of silicon caps are giving very good results and some of them give a rich sound with deep bass and crystal trebble frequencies. I found Sony MDR-EX series very good ones and the EX110 a good choice. At a unbeatable price you enjoy the power of FM musical stations and a full balanced sound when listening to AM band.
The Crane earbuds included with CCrane Pocket radio is by far the best of this little pocket radio. Gives a rich sound with different size of silicon caps. They are sold by Crane as a reference apart.
For hardcore DX and weak or noise signals I trust my Beats EP earphones, a real gem that I use to enjoy classical and electronic music or when I am mixing on the local radio. Listening to the music with a pair of these is another level of pleasure.
Some time ago I abandoned the idea to have three/four 'ear-devices' for each listening activity. The simplest (and good quality) the best.