http://www.amazon.com/Philips-SHS320.../dp/B000G0JKNM
I swear to god these are the absolute best headphones for working out on the earth. They never ever fall off when biking or running for hours. I sweat a lot and have basically submerged these guys in ear sweat and they have no problems. They don't sound as good as a nice set of Sennheisers but they are cheap and hold on to your ears. Walgreens sells them for $6-7 and some times has them on sale. I have owned 4 pairs for about 2 years now and never had a single issue.