I am blown away that so many people recommend the Yurbuds, by a huge margin the worst sounding headphones I have ever used and I could never get them to fit my ear regardless of what I tried. I generally get whatever sports buds Ross has for $7 and they all are better than Yurbuds. These IMO are the best I’ve had http://www.amazon.com/MEElectronics-Sport-Fi-Noise-Isolating-In-Ear-Headphones/dp/B0038W0K2U/ref=sr_1_1?ie=UTF8&qid=1395934918&sr=8-1&keywords=mme+sports+headphones
I use the black version of these and they are great for running. They stay in your ears really well, and allow enough background noise to feel safe.