Seriously, a gust of wind will pop those suckers out faster than you can say Apple. Just when I was starting to get concerned that my ear canals were abnormally shaped, I discovered that many others are having the same problem.
There are two solutions that I found that modify the iPhone ear buds (or any Apple ear buds, for that matter):
Griffin EarJams - $19.99 Snap these onto your Apple ear buds and turn them into the in-ear style buds. Each set comes with 3 sizes so you're sure to get the right fit. Plus they come with a handy case for carrying all of the sets, in case your earholes spontaneously change size while you're out and about.
BudFits - $8.99 These inventive (but possibly a bit dorky) little gadgets snap onto the outside of your ear buds and turn them into those sport-type ear buds with the rubber extensions that go behind your ear to keep them from falling out. I just ordered these yesterday, so I'll report back once I've gone for a couple of good long runs with them on.
If you just don't like the Apple ear buds at all and want to replace them, note that not just any set of earphones will work. Check out Art of the iPhone's reviews on some full-featured earphones that'll work well with your iPhone.
UPDATE: Thumbs up for BudFits!
