I used to find that earbuds invariably either deafened me, sounded horrible, or fell off and out. I recently became a devotee of the Sandisk Sansa series of mp3 players and I think their ear buds are above average, in stickability and sound quality.
For a triple guarantee of quality of sound, never coming off your ears, and never making you deaf, I recommend the Sony earphones which come with little plastic hooks for over your ears. The speaker is held facing forward, pushing the sound into your ear but not plugging it, I think it is much less likely to damage your hearing, and you can pick up ambient noise as well, which in an office environment I often want to do.