The real key, is getting the best fit in your ear. For me, the best kind are any that have foam tips in them. (Comply tips are the most famous) They act similar to those foam ear plugs that you roll up in your fingers, and they expand while inside your ear, to form a great seal. I first tried a pair of Memorex EB200a, they only cost around $10-15. What I like, is that I can shut the tunes off, and they will also function as respectable earplugs.
They also make a Eb300a, ($25-30) which has a different type of foam tip, but I have not used it yet.
They also have an IE400 which is the next style I am getting. It has the Comply foam tips, as well as a nice 14mm driver which Should produce some pretty respectable bass.
I also tried some Kicker EB101, which has a mic attached, and can be used as a headset. If you put the mic up inside the helmet, my phone even worked pretty well going down the road at 65.
Best of luck with whatever you end up trying.