I hate earbuds. As an athlete I like to listen during an activity. I snowboard, roller blade, hike/trek, and freestyle ice skate. (If it wasn't so dangerous, I'd wear them while road bicycling, but anyways my bike club prohibits them).
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I've got a set of Sony's which cost $20 and are far and away the best headphones I've ever used. They are yellow and have a spring headband. They stay in no matter what you do, impossible to knock them loose. I do jumps and spins (and falls) on the ice and those Sony's stay glued to my head. I've taken violent tumbles while snowboading and the Sony's stay locked in.
I've been using headphones since I fell in love with music, have a couple of high quality ones for recording and monitoring. These cheap Sony's go up against the best in sound quality.