In-ear headphones from Isotunes 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.
Acme Tools
ISOtunes Matte Black Wireless Bluetooth Earbuds
GearFreak.uk
ISOTunes - Free 2.0 EN352 Headset
OnBuy
ISOtunes FREE True Wireless Earplug Earbuds, 22 dB Noise Reduction Rating, 21 Hour Battery, Noise Cancelling Mic, OSHA Compliant Bluetooth Hearing