The problem that I have with most earbuds is that when I am active they tend to want to fall out of my ears. I also don't like the pressure some sets place inside the ear canal.
Urbanears has a new set of earphones called Medis with EarClick that they are announcing today. The headphones come in a wide range of colors. The EarClick tech secures the earphones in your ear at two points.
One of the points is in the outer ear canal and the other is inside the ear with tips like normal earphones. The things will sell for $50 per set and use 15.4mm drivers and a 3.5mm headphone plug. A mic and in line volume controls are built-in.