You could try the Bose IE2 they are around a hundred and you can get them at any big box retailer so if you don't like them you can return them. They have no isolation so you can here everything around you. It's kind of like listening to you music in your car and still being able to talk to people.
They actually came out with an SIE2 specifically for sports. same design and almost identical sound but they are more sweat and waterproof.