I am currently using some Soundmagic E10s with Compy T400 foam buds. Now, although the sound is great, they are incredibly uncomfortable to wear (tried the different sized tips as well).

Anyone got any recommendations for comfortable earphones that don’t leak sound?

I don’t want over-ear ones as they are impractical for using in the gym and look stupid on my small head.

Try different buds first before splashing out. I’ve got Seinheiser CX300IIs which sound awesome. I got a load of different sized silicone buds cheap off ebay and experimented. Me is deaf now 😀

Or go mad and get custom moulded buds. Costs about 90 quid and solves all comfort issues.

Use Sennheiser PMX80’s, the neckband keeps them nice and secure in your ear, but without the sensation that you have something shoved in your ear, and the sound quality is pretty good

something in your price range from Etymotic

I had Seinheiser CX300II – now have E10s. I find no difference in comfort between them although the CX300II rubber tips are made from softer rubber, than the ones that come with the E10’s

What do you think of the foam tips compared to the stock rubber ones BTW?

I have some of these, best sound I’ve ever heard from an in ear bud
Shure earbuds

Just to repeat what’s above, definitely try different tips. If it’s still uncomfortable, Etymotic hf5s work really well for me. They take quite a while to burn in/ open up, but they work, and the cable’s lasted well on mine.

I’d love to recommend Shures – I think the sound is more complete – but they have a lifespan of precisely a year and a day, and a warranty of precisely a year, IME.

What do you think of the foam tips compared to the stock rubber ones BTW?

I actually think the foam tips are a waste of money: They are supposed to block out more sound, which they don’t, and are more uncomfortable.

I think I’m going to have to experiment a little.

I was hoping there was some kind of miracle earphone that actually didn’t go in the ear(kinda like the old Sony Fontopia ones), but still blocked out a lot of sound. I’ve yet to find them.

I’d love to recommend Shures – I think the sound is more complete – but they have a lifespan of precisely a year and a day, and a warranty of precisely a year, IME.

Certainly used to be the case, but the Shure SE215’s have replaceable cables, and are around £90. I have triple-flange eartips on mine, and they’re much more comfortable than the Comply ones, and you can take them off and wash them. They really block out background noise, too; I wear mine as hearing protection, they attenuate to -26dB.
If you want cheap, then these are unbeatable, and sound fantastic: http://www.meelec.com/MEElectronics_M6P_Stylish_Earphones_p/earphone-m6p-mee.htm

I was hoping there was some kind of miracle earphone that actually didn’t go in the ear(kinda like the old Sony Fontopia ones), but still blocked out a lot of sound. I’ve yet to find them.

I’ve not really found them either. But different earbuds do insert to different depths/ in different ways, so may be more or less comfortable.

Failing that, active sound-cancelling earphones could be the way forward?

Active noise-cancelling is a pain, just another set of batteries and extra complexity to go wrong. Good eartips make all the difference, I’ve struggled for years trying to get the buds to fit and seal properly, until I found you could get triple-flange tips for little extra outlay. Here’s a review of the Shure’s from the people I bought mine from:
http://www.earphonesolutions.com/shure-se215-review.html
You can get them for around £75 now. Custom tips are the best, but they’re around £112 now.