My opinion - the gym is not really a place for hi-fi. You're not (or at least shouldn't) be critically listening. So what you need is decent sound quality, decent enough build quality and cheap. The sound quality should, realistically, be bass heavy rather than neutral. I use the the Sony ex300s for this and they work marvelously for this purpose.
I'm looking for a good portable or IEM for the gym that really isn't laid back. I've got Shure E2 (meh) and Klipsch Image 4s - neither really 'drives' me at the gym.
Which portable do you have with low microphonics (for IEMs) and a great Grado-esque mid-kick that isn't crazy bright?
At the gym I listen to everything but Godflesh and Gabber Hardcore figure prominently.