What do you consider expensive? These are 20 bucks for sleep phones. I had originally purchased the 40 dollar version and was extremely disappointed in the quality. One of the speakers died within a few months, and they never sounded that great.

These have been working pretty damn well for me. Keep in mind the cord is extremely short. It's almost unusable, but I picked up an extension and it's perfect now. I have one of the firm Tempurpedic pillows, and all the ear buds hurt my ears so I have to use these.

https://www.amazon.com/dp/B013P19QWI/ref=cm_sw_r_other_awd_dAhjwbSEPNAQE

Something like these https://www.amazon.com/CozyPhones-Sleep-Headphones-Travel-Bag/dp/B013P19QWI