Denon Exercise Freak - check them out
I personally use my Bose Triport for full headphones for gym. They work for a couple of reasons. (Don't shoot me down for this).
Simple, sleek design, very lightweight. Good isolation and driven by any DAP. Clamping force is decent - not too tight, but not loose at all. Lift weights or plyo - it works.
They have an accentuated mid-bass kick, little to no sub-bass. Although it works out fine at the gym - my D2000's sub-bass doesn't always work out the best at the gym due to all the other noise. Sometimes with the gym's own speakers. Human sensitivity-frequency curve.
The mids are definitely up front - which works nicely with other people talking near you.
They could be an option if you can find them cheap, the main reason for recommending them. They look really flimsy, but my pair has still put up with me for the past 3 years. It just works in the gym.
Sound wise, they are OK and their signature actually helps them in a gym environment. When I'm tired of wearing the heavy HE-500, or D2000, I usually go the Bose for comfort and they sound okay. Although at home I use them only to watch shows and not music. Terrible for music in comparison to my other phones. Although at the gym, it works out.
So if you want something cheap, you can find them locally for sure. No waiting time.