used to just use the cheapest in-ears for the gym but they would break on me too often
so i use one of these bluetooth headsets now
Nokia bh-505s
they dont fall off and are durable and i like the fact that there are no wires
if you wanted something wired
I hear that the Sony MH1/MH1C are fantastic
http://www.expansys.ca/sony-ericsson...-black-233247/