There is a pretty simple solutions to this, i was actually looking for the same kind of requirements.
While i was cycling i needed some headphones which wouldnt keep on slipping off the top of my head or earphones which wouldnt pop out of my ears every 3 seconds.
I found some pretty decent bluetooth neckband headphones, which actually work in most active situations. I can go running in them as well as cycle with them on.
Here are some decent reviews - http://www.mobilefun.co.uk/soundwear-sd10-bluetooth-stereo-headset-p32850.htm
(Also this is where i bought mine from)
personally i was a bit sceptical with the price, just cause it got rave reviews but are reasonably priced but no complaints so far.