I am looking for the best earbud headphones or some really good portable solution for my mp3 player. I have issues with some earbuds since they don't stay in my ear so they need to be able to stay in somehow. I was also looking at maybe portable headphones not sure what is the best thing to get though. Anyone suggestions?

I'm sure (no pun intended) that you will get lots of opinions as headphone preference is a very personnal thing. For what it's worth I use Shure e3c's. They soung great and look nice too (these are the white version, you can also get them in grey). They come with a large selection of different types and sizes of bud, so you can experiment until you find the best one for your ear. In the end I had to try all of them for several sessions each before I decided which was best for long term use.
Recommended by me.

Depending on your budget, you could try the Etymotic ER4P ($220) or the ER6 ($120). They are the typ that fit in your ear canal, so they don't fall out easily and are reported to be one of the best sounding earphones made. They also isolate noise, so they are not a good choice if you need to hear ambient sounds.

One more thing, unless you are using a headphone amp, make sure you look at the 4P and not the 4S. The 4S are too high impedance to work with a portable device that doesn't have a dedicated headphone amp.

If those suggestions are out of your price range, I would also recommend the shure e2cs (~$70), or the sennheiser px200s (~$40), both of which are good quality for the price and very portable. Check out head-fi.org for reviews and discussion of all the 'phones mentioned in this thread so far.

I've had a pair of the Etymotic ER4P's for 2 years and I've loved them. They've been a good match to my iPod. My only complaint is that the P model seems to slightly boost the bass end, but the eq on the iPod mostly takes care of that. All in all, they've been very satisfactory for listening to classical music. I've also really appreciated the sound isolation in noisy environments (e.g. flying, sailing, skiing, etc.) If the sticker shock doesn't scare you off, I'd be surprised if you ended up being disappointed with a pair of ER4Ps.

Etymotic's are awesome and offer insane isolation, but can't be used for activities like jogging and going to the gym. If you need some decent sounding portables for "on the go," the Koss KSC-35 and KSC-55 (same driver, different style) are good and cheap. The Sennheister MX-500 are good buds also.

Why not?

Cause you can't hear the car horn honking at you when you stray too far into the road, or the cute babe that scares the bejeezes out of you (which causes you to fall off the treadmill) by touching your arm and startling you because you couldn't hear her trying to get your attention, or your wife telling you that if you take the garbage out a little early tonight, she can make time for your once-a-year nookie session.

Haha. Yeah, I've heard you can't even hear someone shouting in your face.

But the other reason is that Etymotics, being canal phones, suffer from microphonics picked up when the cord brushes anything. That sound gets transferred to your ear. Apparently they have a new cord that reduces this effect, but I heard you still wouldn't want to run in them.

Stax earbuds are the best going I think . . .

http://www.audiocubes.com/index.php?cPath=22_53

Sennheiser MX500 are dirt cheap, less than $15 and sound great. Naturally they are hard to find, but ebay and other mail order places like J&R typically have them.