Yea, I hate ear buds too because they fall out too easily and my ears actually hurt when they're jammed in -- so I use ear clips instead (they feel a little weird at first but are very easy to get used to)
The below brand is my fave - and only a lil over $10 (now, I'm not a stickler for sound quality so I can't be sure that these are the top-of-the-line, but for casual mp3 player listening during my walks & strolls, these work great & are a comfortable fit)
http://www.amazon.com/Sony-MDR-Q22LP...&s=electronics