Last year I bought a set that wraps arround the back of your neck, they are called DYNE X, they cling to your head/ears. I had purchased 3 different head sets, each set at some point during my run fell off, with these to date I have no issues.
I have small ears, so I have a problem with just about every earbud. I did just recently purchase the jaybird wireless headphones. They are awesome. I do wear a headband (and probably a bandana over the summer) when I run. The sound quality is 'Wowza!!' Plus, they are wireless....... Just a thought!!!