I haved used these for the past year, when running. Started off with cheap sony ear clip ones, but the jostling of running would loosen them.
http://www.sennheiser.ca/main.php?node=ct_01&pro=400
Got these, and they're fantastic...a different kind of clip, supported by the neck band. The don't budge out of the ear. Rugged...have lasted a year with weekly sweating.
Not sure if that's the style you want, or, if the neon green is a little too conspicuous fpr, but they sound great, and most importantly for me, stay in your ear.
Sennheiser makes a few variations of these models, as well as more audiophile quality stuff, so check the site out.
Picked mine up at Memory Express...Apple stores carry them too.