[OHPC]

I like some jogging/running, but in my opinion sweat might be an issue. So... I usually don't use earbuds, they get disgunting after a while. Usually I get any cheap behind-the-neck model, leaving hi-fi for home.

If you are really interested in better sound, I would suggest Sennheiser PMX80. Behind the neck, sweatproof and washable (or so they say). I have ordered one, and am waiting for the package to arrive.
Earclips for me won't work - they are too easy to fall off the ears.
PortaPro, SportaPro, PMX100, PMX80, etc are all great options, but the foam may get disgusting after a while...

 

[arg0]

I also use the Sony Mdr-As20J for running because I don't want to block outside noise and they are amazing value for money. The soft silicone loops keep them on my ears without much pressure and I can keep them on for hours. A minor drawback is that the cord is too long if you wear the player on an armband. However, the cord is light and flexible, so I just hide the excess cord under the T-shirt and make the plug stick out from the sleeve.

 

[fenguin]

For running, I like the Sony MDR-W24V:

Amazon.com: Sony MDR-W24V Vertical In-The-Ear Headphones: Electronics

Cheap, comfortable, sounds decent for the price, and lets in enough outside sound to let you know if a car is going to run you over. Has an over-the-head band to prevent it from falling out. Also has an in-line volume control for convenience.

And if you don't mind looking terribly dorky, you can plug a shuffle or small mp3 player into it, and clip it to the headphone band itself, so you don't have any cords bouncing around while you're active.

 

[JIGF]

PMX 680 over here. The best I have tried so far for this purpose.

 

[rasmushorn]

I never run with headphones. But a lot of people around here use the Bang & Olufsen A8 for running. I have seen some of the Tour De France teams use them during racing. Just a suggestion. 
 

 

[coachenzo]

I know this is an old theard but I thought I would try to bring it back to life. I'd like to see what members are using as a running set up. I've tried IPods, Fiio X3, and my smartphone. All had there strengths.

My current warm weather set up is a 2GB iPod shuffle, Creative Aurvana 3 taped to a clear ear hooks. I like that I don't need an arm band but Im not a fan of not having playlist.

 

[Jeb Listens]

I know this is an old theard but I thought I would try to bring it back to life. I'd like to see what members are using as a running set up. I've tried IPods, Fiio X3, and my smartphone. All had there strengths.

My current warm weather set up is a 2GB iPod shuffle, Creative Aurvana 3 taped to a clear ear hooks. I like that I don't need an arm band but Im not a fan of not having playlist.

 
 
I'm also on the look-out for upgrading my running rig.  To be honest running time is prime music-listening time for me so i'm ready for some quite nice headphones.  
 
I'm currently using some Bose earphones - the SiE2i - the sound is *ok* and the fit is excellent and they are about as 'pokey' into my ears as I like to get, but more and more I'm thinking about perhaps trying some proper headphones.  I'm wondering how well something like the momentum on-ear stand up to this kind of activity.   There's also the Senn PX100 too.
 
Jeb.

 

[elan-vital]

When I run with music, I generally use ear buds(stock sansa buds for now), since they don't bop around on my head like full size cans, but don't seal off the ear canal and create that familiar thump(I know exactly what your talking about, bugs the crap out of me too..) which each step. With earbuds they generally stay in my ear and are easy to run with because of the size.

I'd recommend looking in kostalex's sig for a link to his earbud roundup, I read it and its got alot of good info.

edit: Sorry I just saw the "earbuds are uncomfortable" sentence...

 
 

I would throw the Klipsch S4's in there. Comfortable. and I do not hear any footsteps when I work out.

Are you saying that Klipsch S4 seal the canal and create no "thump" sound (microphonic) when running - phenomenon described by iamthecheese.  i have heard of this happening to several people even though they use cord clips and place the cord behind the ear. I'm wondering how common this problem is when using sealed IEMs for sports or running  Or are you saying that you do not hear anything around you - in which case I wonder about safety and not being able to hear your surroundings.