The missus uses these whilst running or at the gym as all other types kept falling out; Wiggle | Yurbuds Ironman Inspire Earphones | Audio Equipment
Best thing I've ever bought are my ultimate ear headphones. £180 but so comfy you don't know your wearing them. Totally cuts out wind noise so act as ear plugs if not listening to music, and have tested these (on track) at plus 150mph with my I phone at 3rd volume and still hear crystal clear.... Was a pretty angry day when my puppy chewed them but will be replacing soon!
I used to do a commute from Bristol to Lincoln on a weekly basis. Used to listen to music all the time them as it was pure motorway slog for most of the journey. I used to use ultimate ears with the built in headphones but stopped after 4 years as they started to let noise in due to ears changing shape.
Quality for the money then bowers and Wilkins Bowers & Wilkins C5 Headphones, C5 In-ear headphones, C5 earphones - Bowers & Wilkins | B&W I've had Many other makes but these are bloody good