There is a variant of the M6 called the S6 which has some changes which are supposed to make it better suited for use during exercise. They are sonically the same as the M6 though, and are more expensive. However, they are on a pretty big sale right now. You might want to check it out. I personally have the M6, and used to use them for running (back when I would run), and they worked great for me, though fit and comfort vary from person to person, so ymmv. You might also want to check out the PL50. They have always been described with excellent comfort.

http://www.groupon.com/deals/gg-sportfi-s6-noise-isolating-inear-sports-headphones?utm_medium=email&utm_source=channel_goods-deals&sid=11256055&user=42b7d92a65592997fed12483430c6dad6b552a73cb757ba24671af251b52e764&utm_campaign=11256055&s=body&d=gg-sportfi-s6-noise-isolating-inear-sports-headphones&p=3&c=deal_img

This is a very tricky question, even the best IEMs might not give you a perfectly fit. I tried the M6 and it tends to fall after a few minutes jogging, the se215 stay longer because of the foam tips and a friend of mine is happy with the cheapest panasonic because they are light enough. 

I'm pretty much of the opinion to not pay too much money for jogging IEMs because eventually, they will probably break due to sweat build-up. Just look for ones that are small so you can shove em in your ear and wear em over the ear. Some examples: Sennheiser CX150, and the PhilipsSHE series... they are small, decent sounding and CHEAP.

imho... IEM offer to much isolation... I'm a cyclist and I wouldn't use IEM's ESPECIALLY on the street... but even when I hit the trail i might consider some over the ear hook type ear buds... I had some phillips ear phones that where on the ear with a clip to em that I liked also... open so I could hear and be safe... but the sound was pretty poor :-/
 
but i'd rather listen to poor sounding music vs getting run over...

I use Brainwavz R1s and they do me just fine if I use the comply tips. Unfortunately a bit expensive in the long run (hooray for unintentional puns), but I find they're great for staying in the ears and the seal doesn't get broken from open-mouth breathing. Even footfall conduction doesn't really bother me with them, the foam seems to absorb some of it. When I use them with the silicone tips, however, I constantly have to mess with them and shove them back in. Granted, I often have to do that if I'm sitting still, too. YMMV.

You also get all sorts of earbuds and IEMs that are sport-focused. From what I've read, the general consensus is the sound of sports earphones is usually substandard considering what you pay. They are usually much more durable in terms of sweat-resistance and general build, though.

Designs with ear hooks help a lot of these buds and IEMs when it comes to keeping them in place when jogging. And, like others have said, the smaller IEMs will be less likely to fall out because of bulk and weight.

Just letting everyone on here know that Comply Foam just launched the new Comply Sport line! These are memory foam earphone tips that will really help keep your earphones in because the expanded foam exerts a slight pressure in your ear canal, giving you great in-ear retention. The new Sport+ also comes with a SweatGuard that will prevent moisture damage to your expensive earphones! Check out www.complysport.com to see if your earphones are compatible!