Hello Harry,
There are a number of options available to you in the running headphones market. I feel that I should firstly outline my credentials to comment. I am a keen runner, and tech savvy. I am a research specialist, with work experience in the DJ headphones market. Obviously as a keen sportsman my attention turned towards the sports tech market, with a particular eye on headphones. So for my job, I get many, many samples of headphones to try out and I give my honest, genuine opinion for each taking sound, build and pricing into account.
The cheaper end of the market, from £5 - £15 there are a couple of headphones that have a secure fit, neckband design and sweat resistant ear buds. The sound is not going to be amazing (for the price) yet these a great entry level headsets that would suit the gym or shorter distance runs. I found with experience that I found it frustrating that some headphones have short leads (for arm bands) and some have long leads for MP3s stored in short pocket, so be mindful of cord length when purchasing. Typically, short/trouser pocket length is at 1.2m. Good for anyone up to 6 ft 6 in height.
Urbanz SPORTZ neckband headphones - £9.99 on their brand site yet after a quick search you can get for £6.99 on Amazon - they come in three bold bright colours, have a flexible neckband and in-ear ear buds for secure fit. I bought these at a whim when searching for running headphones on Amazon and wasn't expecting much, yet for the price quite I am quite happy with them. They are flexible, lightweight and have a secure fit. The sound is okay, but for under a tenner, you get what you pay for. Bright colours, good for the price; perfect for your gym bag, a respectible 7/10.
Sony MDR-AS20J can be found for £11.75 on Amazon and are little gems. I like the unusual aspect of the loop hangers, designed to keep the earphone secure whilst running, and made to fit a range of ear sizes and shapes. The audio experience is surprisingly good also, as they sound crisp and loud. They are not sweat resistant however, and have reviews stating that after a few months of use they start to muffle. This is a rare occurance however, and for the price should be overlooked. To give reassurance, I use these myself when running. A very respectible 8/10.
MEElectronics S6 Sport-Fi ear-hook headphones respresent the mid-range, priced at £31.49 on Amazon. For the £32 you gets earphones, a clip, case, armband and a variety or replacement earbuds in different shapes to fit your ear. These earphones have a short cable for arm-band MP3 connection, to which you can use the armband provided. I find wearing armbands abit uncomfortable, and had no other option in how to use these earphones as I do not have a chest pocket on my jacket. So this is very much the 'all-or-nothing' set, for those set for a long run. Sound quality is good I must add, and the pricing is good. I feel that this set is worth £32. I would like to give this a 7/10, as doesn't offer the flexibility for me due to cord length, yet on the flip reverse, if you're after earphones where the MP3 connector is on your arm, then these are great, and would be closer 8/10, so averaged out at 7.5/10
Edited: 15/03/2013 at 11:40