I have a set of these -
www.amazon.co.uk/dp/B00V0JYQ50 which I think I have been using for over a year now. Decent sound (IMO) waterproof and secure fit so great for a sweaty work-out or other physical activities. They are also a good fit in the ear with different sized plugs supplied to ensure a good fit and seem to avoid most wind noise when worn on the bike (controversial I know!).
The waterproof claim seems genuine. I have worn them on many occasions for a rain drenched commute and they haven't suffered in the slightest. Not too expensive at a little over £20. For some reason, the green/grey option I bought seems to have rocketed to £40+! I am sure I will have paid no more than approx. £20 for them and probably chose that colour as it was the cheapest option at the time