A simple design and idea can go a long way with 2 pieces of cheap rubberized plastic. A company called SPRNG has created the SPRNG Clips ($10), which snap fit onto those slippery ear buds that slide out and knock off the bass from your listening pleasure.  These clips are designed to extend a rod against that little folded piece of cartilage on your ears.  I do not know the anatomical name, but I am pretty sure you know what I mean…

I have spent many years watching the headphone market blossom since the Sony Walkman craze, and I can tell you that inserting ear buds inside your ear canal are an open invitation for ear infections, so I always recommend  the ones that hang onto your ears instead.  These clips should work just fine.