The Etymotics and the Shures are certainly going to be the best, but they are pricey.
I have the Sennheiser MX75 Sport phones, which have a unique "twist to fit" design so they remain tightly fitted in your ears and have very good sound. List is $50, but they are available on the web for less than $40.
The pads can be changed to fit your ear.
Again, probably not the quality of sound as the Etymotics or the Shures, but a darn good phone at the price.
I have the Sennheiser MX75 Sport phones, which have a unique "twist to fit" design so they remain tightly fitted in your ears and have very good sound. List is $50, but they are available on the web for less than $40.
The pads can be changed to fit your ear.
Again, probably not the quality of sound as the Etymotics or the Shures, but a darn good phone at the price.