In reply to Bjartur í Sumarhús: I like my philips/nike headband earphones (over the head type) had them two years now and they're great. Don't move or fall out and are comfortable I think.
I wear galsses so over the ear/hang-on's don't work for me.
Music is a great motivator for me when running around the town. Better than listening to cars revving around and kids shouting insults at me!