iPhone at the gym

I wanted to use my iPhone while I was at the gym each morning, but the standard earbud headphones don't stand up to the running and my shorts don't have pockets. I did some searching for a well-reviewed armband for the iPhone and honestly had a hard time finding one. I finally settled on the XtremeMac SportWrap for iPod and iPhone which had pretty good reviews in the Apple Store. Overall it's been a great armband, no problems with the phone, although sometimes it "sticks" pulling it out of the band, but that seems to be the plastic adhering to the glass on the front of the phone. For headphones, I opted to try the Sennheiser PMX 70 Sport Earphones for iPhone and iPod which work just fine, although the earphone part can make my ears sore after about 2 hours. The headphones though stay in place the entire time, running, treadmill, lifting or whenever. The lime green makes them stand out more then I'd like, but they don't offer a black version that I could find.