In general I would stay away from any of the in-ear (canal) phone like ER6's or eC2's. It not that they don't sound good, (I am very happy with my ER6's), but they block out too much external noise to really be "safe" when running or jogging. Also you tend to hear each footstep and heatbeat as a thump in your ears. This takes away from the music, and can be very distracting if your heart is pounding from a good workout.
I use Senn MX400's while exercising outdoors. They are inexpensive (about $12) and are the best ear buds that I have heard (and I have been through a lot of earbuds). They are more balanced that the stock iPod earbuds, and have a brighter sound than most Sony earbuds. They have good bass, but not quite the same thump as some of the Sony's.
The MX400's were well worth the price, and the MX500's come with a volume control for a few bucks more. I have not heard the MX350's or 450's yet, but I will probably pick up a pair next time I order something from HeadRoom.