I used ink'd buds for a while but the microphonics (sound of the cord rustling against shirt, moving, bouncing, drove me crazy for running. Had some ultimate ears for a while with the same problem, not to mention that they fell out CONSTANTLY.
Wearing expensive iems or portables for gym or running is up to the person, I've seen and heard of people using 2-500$ sets for the gym or running, which is great if you have deep pockets.
My looking drove me to a smaller company, Meelectronics which have a great bang-for the buck- reputation. I would recommend the m-6 model or m9 (same drivers), which hooks around the ear, has a fantastic cable and strain reliefs, not to mention great sound. I have several of their models which have all lasted at least a year of being rolled over by chairs, yanked out of my laptop/phone, not to mention running and the gym, and have no damage at all.
I've had many sets of ink'd and these blow them, (any everything from skullcandy I've heard and used) out of the water. EASY decision
http://www.amazon.com/MEElectronics...0K2U/ref=sr_1_1?ie=UTF8&qid=1330033816&sr=8-1