I've had the same problem with my iPod earbuds, plus I think the sound is too quiet when I'm on a busy street or on the bus. I tried a bunch of cheaper earbuds from SkullCandy, and they worked well enough, but never last more than 6 months. So, I finally splurged and got some Sony earbuds on the recommendation of Duffy (really nice electronics guy) at the Radio Shack at U. Village. Pricey, but the sound is great, and they come with three sets of little rubber thingies, so you can choose the size that fit your ears. I'm a sucker - I spent the $6 for the warranty, figuring if I have any problem at all I'll return them for a new pair.

What you want are the ones that insert and stick in your ear canal - you need a prybar to get them out. If you're not an audiophile then spen the least amount possible on them. Bet Buy should have something reasonable.

An aquaintance of mine from Fremont was run over by a train last month while walking the tracks with his earbuds in (and probably cranked), please be smart about where you use them. On the other hand, I hear they are casting for The Darwin Awards 2...

http://reviews.cnet.com/best-earbuds-for-under-$100/

I use Yurbuds. They're silicon little adaptors that fit over your ipod/iphone or similar headphones and they're great. I wear them for all of my runs and they've never fallen out or given me pain and they sound good. Well worth the 20 bucks I paid for them. I think the website is www.yurbuds.com

I have a readdy great pair of skull candy headphones.
They are like earbuds, but they have a rubber thing that goes around your ear to hold them in place.

I love them, the only problem I have is that if I just throw them into my bad when I am done working out it'll take me ten minutes to un-knot them next time.
I think its because they are mate out of a matte rubber and not the glossy plastic stuff on the ipod earphones.

But, you can't answer your phone with them.

Both Luckier and Hammering Man have the right ideas. Get the earbuds that have multiple detachable little rubber things that stick inside your ear. I think they're called "marshmallow" earbuds... see this pic:

http://www.kaboodle.com/reviews/jvc-marshmallow-earbuds--pink-hafx34p

I had exactly the same problem as you. The stupid earbuds were constantly falling out and other headphones never gave good enough sound (like you, I don't need it perfect, just not shitty). I got these marshmallow ones cheap, 20 bucks at best buy, and they work like a dream!

I have been using Zippearz Nouveau Ear Buds for years. It offer a BASS and TREBLE controller. You can even control your music by clicking to Pause/Play/Skip tracks. Nouveau is also compatible with iPhone 3G and 4G, offering "hands-free" capability.

iPod Headphones

I've found that the black foam earbud covers work pretty well for this. They used to include them with iPod headphones, but now you have to buy them. They have a pack of belkin foam covers at the apple store for like $20, but the mac store in the u-dist has a two pack for about $8, you just have to ask at the counter. I go through a pair every few months as they get stretched out and start to fall off. I also tend to hold the cable while I'm running so that the entire length isn't bouncing around and jostling them loose.

v-moda are my favvvvvorite, I believe I got my at the apple store. They're pricier than some, but still work perfectly for me after a year and a half. Don't budge when working out at all!

http://www.v-moda.com/collection/modaphones.aspx

I've got the rubbery apple ones but have the same problem with acrobatics and them staying put. I tend to tape them into my ears but I still lose them all the time hanging upside down.