"Hear-through" IEMs?

I know the title is an oxymoron.  What I'm looking for is an in-ear headphone that won't fall out (earbuds fall out of my ears) that sounds like a good IEM, but does not block external sound.  I'm used to the Etymotic sound signature (ER4P, ER6i, MC5).  I am trying to turn over a new leaf and be more socialble, which is impossible when you don't know that people are talking to you unless you are looking right at them. :)  I will be wearing them in the gym.  I'd like to keep it under $100 US, under $50 would be better still.   They have to sound good but not great.  Any suggestions?

Wow, thanks for posting that thread!  There is a lot of information in there, and I will be going through it.  In the mean time, if anyone has any personal suggestions, please post.  I think my title was not good.  They don't have to be IEMs.  They just need to stay on.  But I don't want a headband.  I would use my Koss KSC75s, but they flop around too much for the gym.  The kind that have sturdier clips and go around your ears would be ok too.  If I could get something like that, that would sound as good as the KSC75's, I'd be happy. 
 

Thank you Seekky, they do look promising. By silicon tips, do you mean the tips that come with the headphones?
 

Thank you!  I ordered them, along with two different sets of tips. 
 

I ordered Comply T-400 Isolation Earphone Tips and Sony EPEX10A/BLK Hybrid Replacement Earbuds.  I read in the Amazon comments that it was difficult to make the Sony tips fit the Monoprices, but that it could be done.  I figured that between those two and the stock tips, that I would find something that fits.  My goal is to be able to "hear through", and not have them fall out, but still sound ok (good but not great sound is ok in this instance), so minimal isolation is important.   If you have a better suggestion, please let me know.  Thanks!!

I also thought I might be able to use the Comply tips with my Ety ER4P and MC5.