These and a pair of Sure's are my go-to earphones for mobile gaming. The Bang & Olufsen are fantastic for running. Great sound and THEY DON'T FALL OFF! http://www.amazon.com/Bang-Olufsen-...70AK/ref=sr_1_1?ie=UTF8&qid=1316303509&sr=8-1
If you want some cheap decent sounding ones Sony MDRE818LP http://www.ebay.com/itm/130560639901?ssPageName=STRK:MEWNX:IT&_trksid=p3984.m1439.l2649 I've been using them with my Sansa Fuze for 3 years (I blew the first pair after a year and a half but the replacement is still going strong) Wear the fabric covers. It improves the sound quality dramatically. Your earbuds will only be as good as the amp driving them. Output power varies a lot between devices. I listened to the same MP3 file on my friend's Ipod versus my Sansa at earblasting volume. The Sansa was loads better.
I usually use earbuds from poundland, they're awful, don't buy them Though it's probably not much good to you, the ones which came with my motorola milestone(droid) are actually really rather good
I just got these the other day: http://www.amazon.com/Performance-C...3?s=electronics&ie=UTF8&qid=1316410991&sr=1-3 They were a gift I received for getting a phone plan from a certain company. They don't sound all that bad, good bass for earbuds I think - and they don't fall off in the action. For the dumping price amazon sells them right now, I'd definitely recommend them. Regular retail was 150$.