I own a pair of SE535. They are the only IEMs I've owned that fit in my ear and stay there when I'm running. I use the medium size foam tips.
I owned a pair of CX 680 by Sennheiser. I had to return them because I never got a good fit and they would fall out all the time. I also purchased the Sport Fi S6 from Mee Electronics. They stay in better than the CX 680s but still fall out after a few minutes. I think I have strange shaped ears.
I'd rather not wear my SE535 when I'm running because they are very expensive. Is there anything I can get that's cheaper but fit exactly like the SE 535s?
Is it the foam tip that's making the difference?