In-ear headphones from Defunc that both fit well and have good sound isolation. They are also water resistant and can handle both a rainy day and a sweaty workout.
From Amazon
Defunc True Mute Wireless Earbuds Active Noise Cancelling Ear Buds Touch Control Water Resistant IPX4 Fast Charge 1 Hr & 30 Hr Playback - White
Clove Technology
Defunc TRUE PLUS - Black