I've actually come to find that in-ears aren't necessarily the best options for jogging, because when you run your ear canal compresses and expands and it makes a constant thumping noise. It also gets a bit uncomfortable over time. Earbuds don't have the same problem.
I actually got a pair of these to test this theory http://www.sony.com.au/product/mdr-as200
They're very cheap, they very secure, water resistant, and while I don't think they sound amazing they do the job pretty admirably. I had the predecessor of this earbud as well (the old one looks like a kidney) and what is awesome is since the entire earhook wraps around the ears there is virtually no way for it to get dislodged or flop around on the outside of your ears like some earhooks I've found.
Plus, lower noise isolation means you won't get hit by a car or something.
Your post actually prompted me to finally open the box and give them a proper listen. They're not going to win awards but I think they sound better than the $19 bucks I paid for them or something like.