Lobie Gel Earbud Cushions
These strange little fetuses are "Lobies," plastic gel clips that go around your ear and can hold most common earbud designs. I'm not sure it that's a good thing or not, comfort aside, since many earbuds are designed to only be loud enough when they're actually in your ear, but they're only going to be $12, so I'm sure they'll work well enough for some. If there's one thing that almost everyone can agree on it's that earbuds, despite being the bundled headphone included with pretty much every type of gadget, actually sort of suck.
Yes, they come in colors other than placenta pink.
Product Page [MyLobie.com via Macworld via Gadget Lab]

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From the site:
"The Lobie-Earbud combination results in an ultra comfortable unsurpassed listening experience. You'll enjoy your Lobies while listening to music/audio books, playing your favorite video games or watching movies."
Well, I find that earbuds fall out of my ears. These things might help. However, I have a hard time believing that these things will provide an "unsurpassed listening experience" if they are designed to hold the earbuds away from your ear. Small diaphragm speakers like earbuds sound like crap unless they are as close as possible to your ear--all the bass goes away.
Plus, these won't help with my pet peeve: iPod cases that have no pouch to hold your earbuds when you aren't using them. The Lobies will just make your earbuds even harder to carry with you. I'd say you'd be better off getting the kind of dedicated over the hear slip-on earphones that lobies are designed to mimic--except the speakers on the dedicated over the ear phones are designed to be worn that way...
Earbuds don't fall out of my ears; they hurt. BAD. I can't wear any sized earbuds for more than 15 minutes which makes long flights sheer torture. What can I say? I'm a delicate flower.
I have to wear earphones that fit over my ears and not inside. They are a pain in the butt to store and transport - these placenta pink holders might be a good solution.
If you don't like ear buds or the bulk of headphones then over the ear earphones like these might be your answer:
http://www.amazon.com/Bandless-Ear-clip-Headphones-line-Control/dp/B000AEQQQ8/ref=sr_1_184/102-6566541-4443361?ie=UTF8&s=musical-instruments&qid=1191448033&sr=1-184
I don't like the poor isolation of earbuds and I find in ear monitors like the Etymotic's to be uncomfortable. I've had good results with a pair of custom molded in ear monitors from EarPeace Technology:
http://reviews.cnet.com/headphones-headsets/livewires-custom-fit-in/4505-6468_7-32475692.html
They cost less than a lot of stock models from Etymotic, Shure, etc. Their main disadvantage is that they take a while to get in and out and they are very sensitive, so you need to turn your iPod way down to avoid blasting your ears. Also, the seal is good enough that you can easily hear the noise floor in your ipod and you can hear the "shhhhhhhh" go away when the iPod power's off. Plus, they are too sensitive to use with my desktop computer which sounds like crap through these phones, too much cross talk at low volume levels.
But, if you get molded, you may want to keep your mouth open a little while they make the mold. The position of you jaw affects the fit and seal and if you take molds with your jaw clenched the molds won't seal perfectly when you use them without your jaw being clenched.
I know I'm in the vast minority (a minority of one, perhaps), but I like earbuds. I wear glasses, so headphones that go on the ear or over the ear are very uncomfortable for more than a few minutes because of the pressure they put on the arms of my glasses. And those little tiny phones that fit in your ear canal are no better for me. I bought a pair of the Shure in-ear phones and I got an ear infection after the first day of use. So it's earbuds for me, even though I do have a hard time finding earbuds of a high quality.
There is another, although probably a little more expensive, way in which an unique custom fit earphone can be made. By means of Rapid Manufacturing techniques earphones can be created that exactly fits one ear. By integration Rapid Manufacturing-, scanning-, software- and material technology, the geometry of the ear can be scanned and a unique one off earphone can be created. For more information, look at www.custom-fit.org.