While I don’t wear ‘phones while running, I wear them at work which involves a lot of moving around, lifting boxes, operating machines, etc, I’ve found Ultimate Ears phones stay put as well or better than any others, although that may be in part due to their recommendation you wear them so the cable points forward and loops over the top and down the back of the ear, that way any tugging on the lead just tightens the lead over the ear. It needs a pretty hefty tug to pull an earpiece out. The SuperFi 3 Studios can be had from themp3company for £49.95, and they have the huge advantage, apart from sounding fantastic, of having replacable cables, and individual earpieces if you wreck one. You can also get an iPhone compatible cable as well. I’ve got three different UE models, and I love them to bits.