I have had the Bose IE2 headphones for a while and so far they have been excellent.
They are very expensive though, i bought them with amazon birthday vouchers but they came out at around £80. But the sound quality is far superior to the Sennheiser and they don't fall out. They stay in using a weird system that fits inside the ear but not the canal. it doesn't feel secure but they never come out and are mega comfy.