Decent Earbuds on the Cheap

The Sennheiser MX65 is pretty decent. It has an extra "plug" that goes into the notch above the ear canal that keeps it tight in your ear. No falling out and a better seal. $50.

http://www.sennheiserusa.com/private_headphones_earbuds-and-ear-canal-headphones_classic-series_502548

Etymotic and Grados. Have experience with both. Comfortable and great sound provided you use the correct ear plug for your ears...otherwise you lose bass and more outside noise comes in.

I decided on a set of Altec Lansing UHP 326. I'll post a review next week.

I like the cheap models of the Sennheiser brand, I've been using them for years at work. They're really good. I need to buy a half dozen of them before they stop making them.
They used to be around $10,now there a little more, you could hunt around for better price. MX series. I think they all sound the same in that series too.
Best

I personally use Bose SoundSport pulse wireless earbuds and i'm really happy about that. You can check all the buyer's review from here.  
They have an in-ear design that keeps the earbud secure in your head, without falling off. There are noise-isolating buds loops ingrained in your ear.