In practice most of them didn't fit my ears very well: either they didn't feel comfortable, or they didn't stay in place, or both. Also in most cases the sound quality was not that great.
Many of them have broken down in just a few weeks, so I've learned to keep my eyes constantly peeled on new interesting designs.
Clearly the best ones I've found so far are Sennheiser MX75 Twist-To-Fit In-Ear Stereo Sport Headphones.
The following features make these perfect for me:
- innovative holding system and a great adapter set - a very comfortable fit, much better than any other design I've tried,
- balanced and detailed sound - I can hear everything even at a lower volume,
- rugged materials - they are not likely to break easily, and they are somewhat sweat/water resistant,
- extremely lightweight (also the cable is ultra light) - they will stay in place forever, absolutely no need to adjust or worry about anything while running.