For my girlfriend, actually, but she’s not geeky enough to use Lazyweb. She’s also, apparently, too petite for typical headphones.
I picked her up a cheapo pair of Sony h.ear headphones, which sort of hook over your ears like paperclips. No good. Turns out her ears are much, much to small to accommodate them–the ‘phones hang too low, and even if they didn’t, the speakers would be too large to fit the recesses of her ears.
Constraints: must fit her; must not cost an arm or a leg, and must tolerate getting sweaty at the gym.
O Lazyweb, I invoke thee!
Although probably not ideal for your girlfriend and her working out, I have a pair of Sennheiser D 580’s. I think i got them for 150 on ebay; it open up a whole new world of sound. For working out, I use cheap Sony earbuds; they sound like shite, but they will break in 6 months anyway.
Sony earbuds, like theMDR-EX71SL sound like what your girlfriend needs. I’ve have the EX70s for about two years now without any problems and think they sound great. They’re comfortable, stay in the ears, and I can sleep with them on.
Depending on your budget, you might look into some of the etymotic offerings, such as the ER-4S and the ER-6. They are in ear phones, but are of the ‘canalphone’ type, that fits into your ear canal. It is less like wearing an earbud, and more like wearing earplugs. They offer several types of tips as well, for people with different sized ear canals. The sound quality is incredible (worth every penny of their cost, trust me), and they are very portable and comfortable. They block out more sound than any closed style over-ear headphone, including ones with ‘noise reduction’ features.
Really, their only downside is cost, since they aren’t cheap. But if you are looking for a good pair, they should treat you well.