As a rule, for me atleast, I don't buy in-ear headphones. Mainly because of the problems and frustration I have with them already mentioned by other people in this thread. The ones I use just cup around my ears, they are light as well, and they automatically stretch to fit any head size. They looks a bit odd, but I promise you they provide top notch audio and comfort.
Here is a link to a picture of the headphones:
http://www.icemat.com/products/icematsiberia/icemat_siberia_headset
Here is a link to a picture of the headphones:
http://www.icemat.com/products/icematsiberia/icemat_siberia_headset