I have a pair of the
Shure E2's and
I LOVE THEM!!
Haven't had any problems at all with them while working out, as has been mentioned earlier- no weird sounds at all. The cord wraps around the top of your ear if you wear them properly, and if you cinch up the cord under your chin or at the back of your neck, and have a secure fit, they ain't moving. I use the foam earpieces and it's like having a set of earplugs that block out all outside noise but play music. I wish they had a volume control thing on the cable, but other than that, they're worth every penny, and really not all that expensive after you get over the fact you're paying $100 for earbuds.