I would look into the shure e2c (~$80) or the ety er6 (~$130 at idealsound). Both have excellent isolation and sound and are ideal for listening to tunes during a workout. However, this may cause a saftey hazard if you are unable to hear...for example, a truck zooming towards you while you are running.
But these are ideal for the gym.
Do a search on this topic. It has been discussed countless times.
I've used the ER-6 primarily when working out but one channel just died. They were great for tuning out the stray tv sounds in the gym, which I don't understand as they now have the headphone plugs on almost all of the exercise units for a number of monitors. They worked great and I recommend them. So as not to put sound quality before health, it's ear buds + iFP-190TC atm.
IMO, my ER-4S is just too expensive to be used in a gym rig. Then again, I've changed my mind before.
if you're serious about working out, get the E2. You can ignore everything and just concentrate on the mental part of lifting, which makes things easier and faster. plus you can grunt pretty loud and not hear yourself :-x
I use the E2 paired with an mp3 player in the gym. The E2's work well and are fairly well sealed so I'm not fussy about having them soaked in sweat. The over the ear cable keeps it in place. There's more information under "search."