I LOVE these headphones! I've always heard about the superior sound quality of Bose products, but these headphones are the first Bose product I've actually owned. Yes, they're more expensive than most headphones, but I think they are well worth the investment and light year above the basic headphones that come with iPods or other MP3 players.
I've tried non-Bose headphones in the $50 range before, and they were a disaster during exercise. The StayHere tips that come with the IE2 headphones are a wonder - you can run, do the eliptical, whatever you need with no issues. You get both StayHere tips in 3 sizes, and also the regular tips in 3 sizes as well - which to me goes above and beyond anything most headphones include. The IE2s also come with a protective case.
Of course, I must discuss the sound quality since these are Bose headphones after all. The sound is simply great - amazingly clear and beautiful. These also block the outside sounds very well - used them on a loud street and on the plane and was very pleased both times.
I'm a convert to Bose