If you have small ears then I would stay away from the Sennheiser CX range (CX300, CX400, CX500, etc) as they have relatively large earphone body. We have had a number of customers comment that they have problems with the earphone body causing the earphone to pop out.
We've done a bit of testing at HiFi Headphones (we have a member of staff who has small ears!) and found that the
SoundMAGIC PL50 and
Phonak Audeo PFE are the earphones that provide the best fit for a small ear. I would definitely suggest
Comply Foam tips to ensure a good fit.
The
Klipsch Image X10 and
Ultimate Ears 700 are two other earphones that are very small and easy to fit due to their balanced armature driver design, but they are quite a bit over budget for you.