1. Shure SE115: While they are no longer listed on the Shure USA website, I've had a pair of these earphones and they lasted me 4 years before breaking down this year. I took these on all of my runs, and thanks to the ear tips available, they rarely slipped out. You can find these for $60.
2. Shure SE215: If you've got the budget, and can afford to spend $95, then check out these earphones. They work well, and offer a better sound that the SE115.
3. Grado iGi: Grado is well-known for their high-end headphones, but they make also very good earphones. These ones cost about $89 and deliver a lot of sound for this price.
4. Klipsch Image S4: These recently-made earphones come with the latest technology, and they've got adequate passive noise isolation.
5. Sennheiser CX 880: These earphones are often underrated, but they will perform well under most circumstances. Some users report problems with sibilance, but unless your music is compressed at very low quality, this won't be a problem. MORE HEADPHONES AND EARBUDS ON APARTMENT THERAPY: • These Earbuds Always Stay In • DIY Mods to Avoid Losing Your Earbuds • Solve the Earbud Tangle Quandary • Headphones or Earbuds?% Now You Can Have Both! Images: As credited above.