I've always had a problem getting any of these damn things to stay in my head. The apple ear buds fell out. I got a pair sort of like what bach recommended and I drowned them with sweat to the point where they wouldn't work and THEN they fell out, then I had been using a pair like you first posted - which still didn't work that well.
When I was at the expo for the Detroit Marathon there was a company there doing fittings for their product which is called Yurbuds.
It's a jelly earpiece that goes on over your apple earbuds. The people at the booth had an iphone app that took a picture of your ear and sized you on one of their standard sizes. I tried them on, and since I've had such bad luck I'm pretty much willing to give anyone's next best thing a chance, I sprung for the $20 for them.
I've got to say, so far so good. They're comfortable and they have yet to fall out when I'm running. And even though they appear to block your whole ear canal you can still hear outside noise - which is good when you're trying to not get hit by cars.
Anyhow, sorry to sound like a commercial but they've the only ones I've tried that have worked for me so far for working out.