In-ear headphones from JVC that both fit well and have good sound isolation. They are equipped with noise cancelling that shuts out all unwanted noise around you.
From Amazon
JVC Marshmallow Wireless Bluetooth Sports In Ear Headphones Earphones with Neckband, Built-In Mic and Remote and Comfortable Earbuds, White
OnBuy
JVC Marshmallow Earbuds In Ear Bluetooth Wireless Headphone - White (HAFX39BTW)