Sennheiser CX680 headphones. They're fairly inexpensive online, sweat resistant, good sound quality. It has a volume control thing on the headphones, which is nice, and one of the accessories is a shirt clip that's fairly strong and won't come off, a big plus. Next step up would be a set of Shure's, but those are pretty expensive and I don't know if you're asking for those quite yet... but they're definitely nice.