I got a pair of Cebe Athlon II from Vision3k.com this summer - their range seems huge - and yes they do move around a bit, but if you need a script insert they're not as expensive as glaized oakleys - over £300...
I suspect they move around more with the optical inserts as they are a bit further from your face, but in comparision to normal glasses, well, there's no comparison. Changable lenses are pretty good, especially if you need glasses anyway and enjoy all sorts of sports. Vision3K were really good as well, I was impressed. No, I don't work for them!