This year, for my 35th birthday, my brother-in-law gave me a pair of Shure SE210 Sound Isolating Headphones. They are unquestionably the best headphones I’ve ever had. The sound quality is amazing; the highs are high, the lows are low, and everything is crystal clear. They also come with about a dozen different sizes of earbuds, so it’s likely that one set will work perfectly. My favorites are the foam-type that can be squeezed to shape and then expand in the ear for a great fit. They do an awesome job of blocking outside noises and they are the perfect airplane headphones.
I bought a set of black Nike SHJ036 headphones for running, but they just never seem to stay in the right place. Probably 99% of the time I just use the stock iPod headphones for running. They do a decent job of staying in the right place, even when dripping with sweat, and because I have six or seven pairs of them I don’t really care if they get ruined.