The best earbuds offer some noise isolation. If the ones you have are awful or keep falling out of your ears, Instructables user NightHawkinLight has a method to make your own, customised noise-isolating earbuds using a pair of reusable earplugs, some clear silicone, and a little elbow grease.
The video above shows you how the whole process works. Just remove the tips from your current, crappy earbuds, and grab a pair of reusable earplugs with better tips, or ones that you feel are a bit more comfortable. NightHawkinLight used a pair of 3M Peltor Tri-Flange Ear Plugs, which are fairly cheap. Remove the tips from the earplugs, cut them to fit, and attach them to the earbuds. Then apply a silicone layer around the earbud and the base of the tip you just added (which creates a damping seal around the body of the earbud and the base of the eartip).
Your new earbuds should be comfortable, isolating, and feel a bit more solid, and you'll have only spent a few bucks to upgrade them. Hit the link below to see more photos of the process.
Super Effective Sound Isolating Earbuds [Instructables]