I used the JVC earbuds with the memory foam pads that I got from walmart for a long time and they seemed to work great, stayed in, and cut out wind noise.
Got some Skullcandy Titans , not bad just bought some Ultimate Ears ( made in the USA by logitec ) they come recommended by some one in the business from a different forum, avg retail is $60.00 , got mine for $17 , but seen them for as much as $127.00 !! BTW Radio Shack is having a close out on the Skullcandy Titans for $19.99 !!
I have some Kicker buds that come with different rubber inserts as well. I got them on sale at sonic electronix for like $14. Sound great too. Best lows I've heard from ear buds.