Those JVCs might not be too bad. I had a pair like that from Koss a while back that were similar. You couldn't hear *anything* and they sounded pretty good. A little too much on the bass (just like everything from Koss) but overall good for the price.
The big thing is to understand your needs. If you want something that's going to be used for running, then big over the ear's probably aren't the way to go. Stability is as important as anything else in that situation. I also wouldn't run with those marshmallow earbuds because you might not hear cars around you.
If you're going to be wearing them for hours at a time, spend a little money and get something that's going to be comfortable. Same thing for the sound. If they sound like ass, then you won't actually end up using them as much.
Oh, and for sound quality once you get a pair of good headphones you'll quickly see that it does matter as you start pulling out old albums to listen to again. The Beatles albums in particular are almost like new if you have the remasters and some half way decent speakers or headphones.