In-ear headphones from Jam that both fit well and have good sound isolation. They are also water proof and can handle both a rainy day and a sweaty workout.
From Amazon
Jam Live Fast Workout Earphones, 10 Metre Bluetooth Range, IP67 Sweat Resistant Earbuds (3 Sizes Included), 12 Hour Battery Life, Hands Free Calling - Blue
OnBuy
JAM Audio Live Fast Wireless Bluetooth Earbuds, Blue
Bax-shop
JAM Live Fast Red Bluetooth In-Ear Headphones