Good headphones for running?

bonjour2u2

Suggestions anyone? Right now I just have a cheap pair from Best Buy and they stay in perfectly but shock me every time I'm on the treadmill. I'm looking for something that doesn't go over or behind my head. Thinking a pair that goes over the ear might be the way to go but I've heard they can get uncomfortable after a while. I'm willing to spend up to $40 if they're going to last me a while. TIA!

carlab44

My favorite are the yurbuds. They stay in well and don't bother my ears at all.

YoLinds28

I have these:

http://www.amazon.com/Skullcandy-Headphone-With-Button-Remote/dp/B007GN1B8E/ref=sr_1_8?ie=UTF8&qid=1352092239&sr=8-8&keywords=skullcandy+in+ear+headphones 

I love them and the sound is great on them too. Never had an issue with them falling out.

SJU1982

I like the Skull Candy ear buds.  You can pick then up at Radio Shack for less than $20, although I always see them at HomeGoods & Marshalls for like $7.

Sunidaze

My current earbuds cost about $100 (DH bought them for me for our annivesary this year - he bought his, I loved them so he got me a pair) - they are Jaybird bluetooth earbuds.  I know you weren't looking to spend that much, but I wanted to suggest them anyway.  I am in love.  I think that in addition to the style I have (earbuds with an additional piece to keep them in year ear as well as an additional piece that wraps around the ear if you desire, I think they have a couple of different over the ear styles.  Pricier than what you are looking for...but...I have been searching for years for something that works for me (I have always had a hard time with fit and with catching the cord on things and yanking out the earbuds) and this is it.

saverchic

Thanks for the leads on good headphones.  I've been looking for something new too.