jameswood says:I'm very picky when it comes to headphones. I have some Sony bud ones (Model: MDR-EX51LP ), they are great when it is cold and I am wearing a hat, they stay in and are very comfortable.
I also have some Phillips ear clip ones that stay in pretty well, but are not that comfortable inside the ear.
I recently bought some Nike Flight Sport Strap Headphones from Target for $20 and personally hated them, I always felt that they were going to fall out, perhaps I just have ears that are to small.
Today I bought some Nike Vapor 3-Way Sport Headphones for $25 and have just come back from my run and overall am very happy with them. Comfortable and didn't feel like they were going to fall out and for the price I think good value.