I use Shure over-the-ear headphones. Far superior to standard In-the-ear types in my humble opinion. Because they are essentially in place due to the design and also the cable doesn't move around as much as it is "secured" behind the ear, you don't get that "rustling" effect you sometimes get as a result of the cable that runs to the phone.
There is a difference between ear-buds like the crap stock apple headphones and in-the-ear (ear canal) headphones. Canal-type headphones do not move around if properly fitted and provide better sound isolation by design.
That being said, Shure headphones are excellent as well and I would recommend them as well as the Sennheiser brand.
I don't necessarily recommend the apple in-ear headphones only because I've never tried them and they are basically brand new (only available since yesterday really!). But they have gotten ok reviews and despite what some people think, aren't that pricey for a decent set of headphones. I mention them only because of the remote functionality that may appeal to an Apple device user.
BOSE is an acronym for buy other sound equipment didn't you know?
LOL.. yes, I agree with you. Their headphones aren't as bad as their other audio equipment though. However, their headphones are overpriced.
edit:
Just for the sake of being a bit of an educator and a bit of a troll,
here is an excellent write up that summarizes many of the reasons I dislike Bose equipment.