Everybody's ears are different. Case in point: I've spend 100s of dollars on various in-ear headphones (Original Apple Ear Buds, Griffin Ear Jams, Apple in-ear, Sure E3C) and they either hurt my ears, didn't seal, or fell out. What has worked PERFECTLY for me is.... drum roll.......
Griffin Ear Jam rubber on Apple in-ear headphones!
Yep, you got it. A combination James' worst of all possible products is my audio Nirvana! Isn't this fun?
Why the Apple In-Ear Buds Suck (and the Griffin Ear Jams Too), but the Shure E4Cs Rock