A lot of people, including myself, use the stock Apple earbuds that come with your phone. For me they are uncomfortable to wear for longer periods. And I have a tighter fit in one ear than the other so occasionally an earbud will get loose from pretty minimal movements.
I was griping to my colleague one day and he had a suggestion. I think it came from his girlfriend. You use the cheapo disposable foam covers for headphones and put them on the Apple earbuds. I won't lie, it wasn't easy and I felt like a Swiss watchmaker as I struggled to get the covers onto the earbuds, but they really did the trick.
Now my headphones are more comfortable and have a more secure fit - EZPZ.
Thanks, Chris! Or should I say, Chris' girlfriend.
Bonus tip: If you are confused or frustrated that one of your earbuds is louder than the other, check out this tip from myaudiolover.com before you give up and throw them out.