what headphones work for sports and activities?

I have never cared much for the type of headphones that fit inside your ear. For exercise walking or stationary bike/treadmill use try either:

1. Sennheiser PX 100 ($40 USD) ... a foldable, conventional open air design or
2. Koss KSC 50 ($20 USD) ... a sport clip-on design.

Both headphones are very comfortable and pretty nice sounding for sports use.

Regards, Rich

I've got the Etymotic ER-4P which are great for isolating outside noise. The downside is the cord is very microphonic, you'll hear it rubbing against your clothing when you move. Not sure I would recommend them for what you want to use them for.

Can't compare to others, but the Etymotics 6s sound just fine when I'm in the gym and they provide about 15 dB of isolation as well.