For the gym, I really like to use something not all that expensive because at least once every few months or so I get them ripped out of my ears violently. This doesn't always end well for the IEMs lol. I always used my SoundMagic E10s for the gym because they were pretty tough and sounded pretty good while not being annoying in the highs or anything. Plenty of good bass to get you going for the workout if you are into that. Their lack of really solid detail is not an issue while working out, so I think they are perfect for that. I've even managed to dunk one in a glass of water, and they still work awesome haha. The only thing that ever happened to them was they got ripped out of my ear one time and the glue holding the two housing halves together gave way and caused the housing to separate. Some super glue fixed that and they are still going strong. Anyway, I'm just saying find something fairly cheap for the gym. I've been using my SE215 lately which I really like, but the cord is way too long and heavy for working out.
Not saying i really like their sound, too bassy for me (but i also have the hf5), but the bose IE2 has an amazing fit, and they are very comfortable whilst packing a good amount of bass. Also they are quite open, and not that sound insolating.
I agree with the sound signatures on these. Two gripes though: The Yamaha's apparently have problems with moisture and sweat (I don't really sweat from my ears though?). I'd still like to try them regardless. The HJE900 are awesome, but the cord is just so short! I always want to use them at the gym, but I can't put the source in my pocket
For gym use, a cheap player like the Sandisk Clip+ or Clip Zip is a good idea. So is cheap earphones such as the JVC Riptidz, Panasonic RPHJE355, JVC HA-FX40, or if you want something open get the JVC HA-EB75 earbuds with rubber earhooks. If you spend under $60 for a player and earphones for the gym, then you won't get too upset if they are broken or messed up. Gear used at the gym usually get dropped often, and/or gets plenty of sweat on it.
So with the 16GB ipod Nano costing $149, and a 2GB Clip+($30) plus a 16GB class 4 card($20) costing $50 total, why consider the new Nano if it sounds comparable to the Clip+, but is triple the price? The Clip+ can also be used with a 32GB microSDHC card.
Honestly, I have used the Bose IE1 and 2's and they stay in my ears better than any other headphone. Oftentimes I will drop my phone and it will dangle as the headphones stay in my ears. Also, I had a pair of IE1s that lasted 6 years of everyday gym use (true story, they looked like gift ribbon and had exposed wiring). I have been using Brainwavz M5s and like the sound a lot but they are really hard to keep in my ear. The Bose have good enough sound (if you like a V-shaped signature) and are quite durable. Also, it looks like they have a sport version now that might be worth checking out.
Personally i got the IE2 as a pressent (my first set of iems!), and i immediately returned them, and bought a nice set of etymotic hf5 after like 3 days of thinking. And im happy with them, but they are not for gym use
Personally i DONT like bassy sound at all, it seems so unreal and often blurred