[jonnyhambone]

I use either my ksc-75's or Shure ec-3's for work outs/running.  I find the ksc-75's pretty comfy, no microphonic cable noize, and - biggie for workouts - not too hot or heavy on my head.  I'm always amazed to see folks running on a treadmill for half an hr. w/ full-size cans!?  Grab a pair o' Koss 75's, you'll be happy.

 

[Crenshaw]

fostex has a new waterproof offering which be better for perspiration in the long run.

 

[Sneakily]

Really between Koss and http://www.amazon.com/Incipio-NX-100-Hi-Fi-Stereo-Headphones/dp/B005Q311QI/ref=sr_1_2?s=electronics&ie=UTF8&qid=1330436009&sr=1-2

, how bad is the leakage with the koss?

 

[PaulCol]

I don't know about the cheapest, but here are the best: http://www.workoutearbuds.com/the-absolute-best-workout-earbuds/
 
I actually disagree with the Yurbuds, I'd probably sub in the Klipsch Image S4 or something.

 

[Snag1e]

KSC-75 FTW! They can be modded to have a headband instead of clip on for a few dollars with this. Link below.

http://www.parts-express.com/pe/pshowdetl.cfm?&Partnumber=240-015&scqty=3