I will second the Yuin recommendation: either the PK3 or the slightly more expensive PK2. In my opinion, and those to whom I've loaned them for a trial, these earbuds have remarkably good sound for the price. I use the PK3s (with the foam "doughnut") during walks/runs and have no issues with them staying in my ears.
As for cases for my Etys and Yuins, I use a cleaned out Altoids mints tin...uber cheap and durable.
YMMV