Yurbuds Ironman Inspire Pro
Pros: There's a reason why these earphones are endorsed by the Ironman competition: the Yurbuds Ironman Inspire Pro earphones ($60) stay put no matter what. Once you twist the molded silicone buds into your ear, you get crystal clear, secure sound. The Y-shaped three-button Dry Mic is a useful tool during runs: it includes three buttons to control your music easily as well as to take calls, and it's placed in a convenient spot on the cord that makes accessing it easy.
Cons: You have to make sure you twist them into your ear for them to be secure; a couple of times they fell out while I was running because I hadn't, and since the left and right designators are hard to read, getting them back on while running can be a hassle. Also, I found that the silicone buds fell off the earphones rather easily when I wasn't using my pair, so carrying them in the included zippered pouch is a must. The button controls don't work for Android phones (they do work for iOS devices).
In the box: Headphones, different-sized buds, and zippered pouch