The only problem with them is that they're "open air"

I actually really like open-air headphones because they allow me to keep in touch with what's going on around me. If somebody calls my name, or my phone rings, I can hear it.

I personally love my Sony ear-clip hearphones. They're the ones with the interchangeable color plates. They're only $29 US, they'll blow away any other headphone in that price range. They're really light and comfortable. I definitely prefer them over behind-the-ear headphones. And they're great for going to the gym and other activities where large headphones won't work.