The wife bought me the bose sport whatever buds for Christmas. Form fitting, hold well. And there's a clip on the cord.
I don't like them because they take more power to drive them than my cheap skull candies with my cheap sansa clips. And they don't block outside noise like the in-the-ear buds. Neither of these may be a problem for you depending on what you're driving them with and I would want to be able to hear outside noises while riding.