I would like some headphones that are good for running, so they cant be too big and they have to stick to my head. I could also use some ear plugs, but they have to stick good, I have never had a pair that doesnt fall out, I have heard of some that are round and goes over the ear, they might work
http://store.sony.ca/webapp/wcs/stores/servlet/ProductDisplay?catalogId=100803&storeId=20153&langId=200&productId=11039867
or
http://store.sony.ca/webapp/wcs/stores/servlet/ProductDisplay?catalogId=100803&storeId=20153&langId=200&productId=8198552921666480663
Can get any brand really. Just in that style. I personally would drop the 20 bucks on some sony ones myself though.
price went up again..
http://www.amazon.com/Philips-SHO9565BK-28-STRETCH-Headband/dp/B0056234I2/ref=pd_sim_e_2/180-3157380-1287359
For running? My ears would sweat off with those things on.
http://www.amazon.com/MEElectronics-Headphone-Armband-iPhones-Smartphones/dp/B007IL4ROE/ref=cm_cr_pr_product_top
try these hifi rates them pretty high and the price is pretty good
I've been looking for some running headphones too, and a friend of mine suggested these:
http://www.amazon.com/Bose-327279-0020-IE2-Audio-Headphones/dp/B003XU6H8I/ref=sr_1_1?s=electronics&ie=UTF8&qid=1361214138&sr=1-1&keywords=Bose+ie2
I'm thinking about picking up a pair unless I can find something better. They're designed to stay in your ears, and they should have pretty decent sound quality. Even self proclaimed audiophiles who normally prefer Sennheiser are giving good customer reviews and are saying these are very good for the price, and that you'd be lucky to get something similar for $200 or more.
What about on-ear headphones, like these Koss PortaPro's? http://www.amazon.com/Koss-PortaPro-Headphones-with-Case/dp/B00001P4ZH
I use them in a gym, they're good for running. Sure the pads will probably get sweaty, but they are very light and don't fall off like in-ear headphones (my experience at least), and they sound great. Also, they look unique, for whatever that's worth.
Koss Portapros are pretty good. Pretty well respected among audiophiles for its performance for the price (it's not a headphone "giant killer" by any means but pretty good). Usually I don't like to use IEMs (in ear monitors) while exercising because sweating can sometimes make them pop out. Usually with a good seal they won't pop out.
And don't get Bose. Any audiophile knows that they are terrible. The only reason some people buy their noise cancelling headphones is that it seems to be the best headphone that cancels out the most noise (I think IEMs win when it comes to noise cancelling though).
We don't really know your preferences in music so we can't really recommend you that much. What type of music do you listen to?