This is a question I think I have a good handle on - as I have logged thousands of miles on jogging/hiking trails here in Hawaii over the years. Especially since you invoke the worthiness of equipment to withstand sweat - because as a big dude living in the tropics the ability of my gear to survive the elements is of utmost importance.
Like you I once used headphones before knowing of the utility of IEMs and even wore my Ultrasone 8's through many a marathon (and - aside from replacing the pads every few years they did just fine). Have not lifted in quite some time since kettlebells damaged my right rotator cuff years back.
Here is what I've learned.
1) Try not to use a DAP/dongle bigger than a deck of cards at most - and ideally use one that would not hurt your feelings if it gets trashed. It used to be that the phones were were the most delicate part of the chain but now they are remarkably hardy in that aspect (my daughter once left her iPhone in her pants and it weathered a cycle in the washing machine intact). Indoor at a gym is one matter - what I am concerned about is getting caught in a flash rainstorm that runs the risk of ruining my gear. The Patagonia ultralight black hole fanny packs do a really good job of keeping water out. If you slip a small plastic aqua pack (the kind I use when I kayak) into one of the packets you are good to go as far as seaworthiness let alone rainstorm readiness - but in a pinch a couple ziploc bag will give some insurance. The two units I use are the BTR 7 (for most iems) and the xDuoo Poke II (which drives hard to drive IEMs with ease).
2. Consider using liquid black tape to connect your IEM to your cable - if you don't plan on cable swapping too often. This also provides an additional weatherproofing element.
3. Customs are great when you are active - there is a reason performers use them dancing and bopping about. If you use universals, I have found the Eletech baroques give good sound quality and maintain a good seal.
4. Even weighty cable aren't an issue (I use PW Orpheus Shielding) - if you let the cable fall down along your back (as opposed to your front). After all, your back is a lot stronger than your ears.
5. Use common sense - if it looks like a storm is coming break out the cheapie IEMs if you are a nut like me and decide to brave the elements.
6. Using the above tips I have not managed to damage any IEMs. My current outdoor buddies are the PMG Audio Apx and a custom UM Red Halo. Happy trails!