Right, I've been and had a look at the Shure in-ear monitors, and they seem the very fellows for me, but I shan't jump in until I get more feedback (sorry!) here.

Jess, I'm in two minds about what I want in the earpiece. I solely want the sound from my squeezebox in my ear when I'm playing dance tunes, as I'm sure I'll hear enough peripheral sound from the band's monitor. However, when I sing, I only want my own voice in-ear, as I only vamp the tunes on the box during singing bits.