Since I started my weight-loss journey I've gone thru 4 or 5 pair of headphones/earbuds. I now keep a spare pair in my car for those morning I forget my regular pair at home. I like the over/around the ear version, but I originally used a pair from Aiwa that went behind my head. DH has the Skullcandy ear buds, but I'm not that fond of them myself.
One thing I figured out after much aggrevation is to put my ipod on my upper arm in the sportsband/case and then thread the headphone wire under my sleeve and the strap of my sportsbra. This makes the headphone cord more adjustable. My hands would get caught in the cord and I was constantly yanking my earphones out by accident when I ran. Running is so much easier now.
