You can buy tips without buying earphones if you want to try certain shapes/profiles in advance. Some manufacturers may also have a sample program, but you might have to ask them directly about that. I've seen some handing out tips at tradeshows, so I would think they might do the same thing through the mail.

I also have a pair of over (and completely around) the ear Sennheiser headphones which I love, but they're probably not going to be very comfortable for jogging. Especially since they're wireless and the base station is fairly large. And needs to be plugged in.