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Sony's MDR-EX70 and -EX71 have long been among the most popular "canalbuds" -- budget versions of in-ear-canal headphones ("canalphones") that don't sound quite as good, and don't seal as effectively in your ear canals, but are often more comfortable, easier to put in and take out, and, of course, tend to be quite a bit less expensive. For $30 to $50, depending on where you purchase them, the EX70/71 give you decent (but not great) sound, more bass than traditional earbuds, and some degree of isolation from external noise. However, one of the most common digs on the EX70/71 is that it can be tough for some people to get them to stay in their ears -- especially a problem for those who listen to music while exercising.
In response to such criticism, Sony released the MDR-EX81 headphones, which are basically the EX71 with plastic, over-the-ear clips designed to hold the 'buds in place. Three sizes of rubber eartips -- small, medium, and larger -- are included to get the right fit, and you also get a plastic hardshell carrying case along with a tiny "bud cover" that you can use to keep just the EX81's 'buds clean and protected when you carry them without the larger case. (Like many of Sony's canalbuds, the EX81 use an asymmetrical cable design; the right earbud's cable is significantly longer than the left's. This approach is supposed to minimize cable clutter -- the main cable goes directly to your left ear while the cable to the right bud can be draped behind your neck or under your chin -- but I'm personally not a fan.)
Overall, the EX81 are quite comfortable and secure thanks to good ergonomics and light weight. However, despite their earclips, I had trouble getting the EX81's 'buds to stay in my ears. In fact, the clips actually made the task more difficult by preventing me from pushing the 'buds in as far as they needed to go. That said, user reviews around the Web seem to indicate that, although I'm not alone in my impressions, many buyers have had better luck getting a good fit.
In terms of sound, the EX81 are quite similar to the EX70/71: Decent detail and midrange, as well as good bass response (provided you get a good seal in your ears). However, Sony's canalbuds have quite a bit more competition today than they did a few years ago. For example, Sennheiser's CX300 canalbuds provide better overall sound for only $10 to $20 more, as do V-Moda's $50 Remix M-Class earbuds, although in a traditional earbud design that doesn't block external noise.
If you're a fan of canalbuds -- or if you're looking for in-ear-canal-type headphones on a budget -- the EX81 are worth a look given that you can find them for as little as $30 online. They should be especially appealing to those who use their headphones while active thanks to their earclip design. However, I recommend buying the EX81 from a retailer with a good return policy, just in case you have as much trouble getting them to fit as I did.