I can't use the iPod ear buds, or any ear buds for that matter. Not the ones that you stick in your ear but like the ones that come with an iPod. They slide out of my ear or they give me ear pain. So I just avoid them at all costs.
I bought these Skullcandy ones to use with my iPods. Still earbuds but they actually fit IN your ear. The gel sizes can be replaced depending on the diameter of your ear. Walking on the treadmill, they are great. No slippage. They sit there nicely. Plus they are a cute color too :D (Used to have the hot pink ones but my cat decided that they were a "string" to play with and she sliced them in about 20 different places..ugh) One complaint about these is how long the cords are. And I find that on ANY headphones. Not sure why there is like a mile long cord on them but oh well! The other is that when you run, or move at other high speed, out they come. I am constantly having to fit them back into my ear as I am running. Not only that but I hear everything else around me. So while I am trying to jam out to Rammstein (which is some angry, loud music) I can hear someone else's conversation over that. So for workout use, not good I would say.
Bose ones. I was using them this week at home because I left my Skullycandy ones at N's house with my iPod. These Bose ones...WOW. Well worth the 99$. That gel piece you see here: