Shure SE215 ‘phones, with the triple-flange eartips. The cables loop over the top of the ear, so less chance of them being yanked out, the eartips fit well into the ear canal, so they again have less chance of slipping out, and they can be had for around £70 from Amazon.
Hmmm, they seem to have gone up a bit: http://www.amazon.co.uk/Shure-SE215-Sound-Isolating-Earphones/dp/B004U9NH3E/ref=sr_1_1?ie=UTF8&qid=1431885920&sr=8-1&keywords=shure+se215
I’d personally go for these: http://www.amazon.co.uk/MEElectronics-Universal-Fit-Noise-Isolating-Musicians-Detachable/dp/B00SLVB71Q
I’ve used their M6 Sport ‘phones, and the sound quality is amazingly good, so the Pro’s should be at least as good, with the added advantage of having replaceable cables, with remote, and come with a spare, as well as a wide variety of eartips.for the price, I can’t see anything that comes anywhere close.
I’ve got more pairs of headphones than any one person reasonably needs, including three pairs of Mee Electronics M6 Sports, (they were very, very cheap), but I’m going to get a pair of these.