1st of all, i am no expert but i think i'll try to help you narrow down your choices.
I will be the to first rule out earbuds as they are not suitable for running due to the fact that most people have problems with them falling off when running.
That leaves us with canalphones or IEMs as some might prefer to call them.
I do think there are a few concerns when it comes to running with canalphones.
Firstly, environmental ambient noise. Many runners these days prefer closed canalphones as these isolate the environmental noise but at the same time not hearing what is coming up from behind or along your blind spots can be dangerous.
If you are concerned about hearing what's around you, try looking for examples with tiny vents or even maybe a single larger vent.
Secondly, runners are constantly battling 2 of the worst problems that can happen to canalphones.
These 2 problems are Fit and Microphonics.
Needless to say with a bad fit, one side of your canalphones will loosen up and cause you to make multiple needless adjustments during your run which can be frustrating. Worst case scenario, one side pops out.
Microphonics is a passive kind of sound you get with canalphones when the cable
before the y-split portion is subjected to unnecessary motion (rubbing agaist your shirt or swaying due to motion).
Of course, the quantity of the sound produced by this effect will also be dependent on the type of surface material and weight of the cable. Nonetheless, it is hard to prevent unless you wear the phones over your ear.
Rule of thumb is to get a pair that has light cables with no volume/ media control pod or extension socket to minimize the effect.
Many canalphones these days are made to be worn over the ear and these examples will dramatically reduce microphonics.
Last problem i can think of is sensitivity of the phones you plan to buy. Buy something that gives you a good sensitivity rating so your portable player can drive it to comfortable or louder volume levels without distortion. Most canalphones are fine in this area, but then again there are exceptions.
Some phones i would look out for if i were in your shoes
(This below list i compiled is purely with consideration to running and catered to your budget, thus light housing material with no flimsy parts to sustain a secure fit, light cablings and no pods/ extension socket and ability for over the ear fit to minimize microphonics. There is no relation to Sound Quality)
ECCI PR200 (lendmeurears) - cheap and relatively nice sounding.
ECCI PR300 (lendmeurears) - nice sounding and looks very stealth, i like.
Etymotic MC5 (stereo/ amazon) - If isolation is your thing, this is def one of the better ones.
Etymotic ER6i (stereo/ amazon) - Old bird is best in the group in terms of isolation and clarity.
Fischer Audio Eterna (farle/ treoo) - fun sounding, looks smaller in the flesh than in photos.
Fischer Audio Omega (farle/ treoo) - the audio technica CK9 housings on this models looks sweet, never heard them.
H2O Surge (amazon/ treoo) - the pioneers of this segment, i applaud their dedication.
JVC HA-FX34 (mustafa/ amazon)- the Version 2 marshmallows, everyone should have one.
KOSS Plug (hung bros/ stereo?) - Koss' equivalent of the JVC marshmallows.
Meelectronics M6 (amazon) - powerful bass, great fit and super lightweight, did i mention powerful bass?
Meelectronics A151 (amazon) - Me's first Balanced armature IEM, good price too!
Nuforce NE700X (amazon/ stereo?) - Very sleek design, nice overall package
Nuforce NE8 (stereo) - Nuforce's dark sheep, sold in mediocre quantities, housing almost same as Soundmagic PL30 but without the rubbish control knob, promising as a running IEM
Sennheiser CX200 (amazon) - The only Sennheiser series i feel is decent for running
SoundMagic PL50 (stereo/ treoo) - Well put together and comfy IEM, it's a balance armature too.
Sunrise Audio Xscape V2 (lendmeurears) - I would dare say that this would stand up to abuse way better than the version 1s.
Last but not least, have fun in searching for your new running companion.