Often I have been asked to recommend an excellent music quality set of earphones for iPods, MP3 players, and "earbud type" stage monitors for talent. After doing considerable research and purchasing dozens of different and expensive earphones, I have come up with the Phillips SHS3200. It fits around the ears and has excellent bass response. I found that the in ear units were uncomfortable and wouldn't allow any ambient audio in. The ones that hang in the ear canal often fell out if moving around too much. Not good for jogging.
This type fits comfortably around the ear and doesn't fall out. If jogging it will still allow you to hear outside noises so you can be alerted to danger.
I have purchased four dozen of these for a church choir. These along with a good FM "Walkman" type receiver allowed them to hear their monitor mix via a Ramsey FM25B low power FM transmitter connected to the monitor output of the house mixer.
I have found the first set in a local record store. I found the rest on eBay. The prices range from US$1.00 to US$14.00 with as much as $10.00 shipping!
If you shop around you can find either an auction for $1 plus $7.95 shipping or $9.95 and free shipping. Either way, you'll spend just under $10.00 average. When I bought a few dozen, I happen to bargain with the seller(s), paid $4 ea and $20 shipping for two dozen. YMMV.