When I bought the iPhone I somehow managed to lose the headphones that were supplied in the box.. but then I thought no sweat I'll just get another pair only to find out that Apple headphones have a unique port so you can't just stick any headphones in there. When I went to the local Comet store to pick up another pair my eyes were going to water when I saw the price - £69 !! fora pair of earphones. Like a chump I ended up buying them because I didn't know what else to do, but then I felt like an even bigger idiot because later in the day I did a quick search online and found the same Apple in ear headphones online at this great price comparison site where it costs £55 (compare apple headphone prices) so I rang up the store and told them I wasn't happy about the price difference and they offered to refund me the difference and matched the cheapest price I found on that price comparison site which was really useful here and saved me money!
In your case I would check on eBay for possible spares or alternatively you can ring Apple up directly and explain that you weren't too happy about losing the ear tips and maybe they will send you some as a goodwill gesture.