In Ear monitors are your solution because they're built around molds of your ear canal. Any generic ear bud uses variable rubber/silicon inserts to seal your ears and they just don't compare to custom units. IEMs come at a steep price point so it'll put a real premium on how much your music means to you. Westone, Ulitmate Ears, JH Audio are units I know. Etymotic makes an affordable unit but it isn't as comfortable. Baseline is $130 and the top line can get above $1700. You get to choose.
