The sleep phones ("pajamas for your ears" - Not my spelling, they are intentionally spelt the American way.) are OK, I have had some for a couple of years now. They are extremely expensive. When I bought mine, the standard ones were around €45, and the ones I got, with bluetooth (so I didn't strangle myself on the cable) were €77. Ridiculous, really.
The speakers are little pads, about the size of a stamp, but they are not completely flat - they can't be, of course, and after a while, they do does press into your ear and hurt, if you are lying on your side. The headbands come in three sizes - I bought the smallest one, which fits fine. But you can make your own headband and swap them about. You can also take the gubbins out completely and wash the band.
As for earbuds, I don't like the ones that stick into your ear horizontally. Partly because they have a rubber gasket thing which almost blocks out all other sounds, which can be disconcerting and disorientating. I prefer the ones which are flat against the ear, but these seem to be getting rarer and rarer.