I have some Sony MDR-EX71SL in-ear headphones, they sound great but hurt my ears after about 30 minutes of use.

You're talking about the Fontopias with the rubber gaskets?

I found that if my ears hurt, it was because I was trying to shove them in there and seal them too tight. They work fine if you insert them gently and then just let them lay there (instead of fiddling with them over and over again, which is the urge I got when I first bought them).