One of the biggest complaints about ear buds is that they fall out when running due to the combination of increased sweat, bouncing around and small ear holes (for some).
These headphones ($38.83) may be the perfect solution. The twist-to-fit design is supposed to ensure stability while you're out jogging. The two earpieces contain rubber stoppers that press against the outer ear to further enhance stability. What's more? A clip is included to hold the headphones to your clothes when they're not in use, which I really like. The downside is that currently they seem to only come in neon green.