For me, it is important that the headphones stay in at all times, so I've moved away from the in-ear earphones and onto earhook and neckband headphones.
Sennheiser MX 80 are great headphones at £15, the Sennheiser/Adidas colloboration are decent, yet I have issues with the £50 price tag. Not a lot of difference in what they do, so the MX 80 are by far the best to go for for cost. I've ebayed recently and came across Urbanz Hooky's
running headphones, which if you type 'running headphones' into eBay, I found them at £6.99. I thought they'd be the tacky sort you get from China, yet they are legit! Fit well, and snug in-ear fit. Great for £7!
Edited: 20/06/2011 at 13:44