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I have a pair of "canalphones" and they stay in OK, but I never had a problem with my previous pair of earbuds either. The canalphones do block out more noise but the pair I have is designed to use the ear canal as somewhat of a "speaker box" to improve low-frequency response. Wearing them in noisy environments encourages excessive listening volume and won't likely protect your hearing in the long run.
Why don't you look into some racing equipment catalogs. I know for a fact that they make special small-diameter speakers intended to insert into a pair of foam insertable ear plugs with ~30 dBA NRR. I used a pair at a previous job where I had to drive a vehicle on a skidpad to collect data but didn't have instruments so a spotter radioed instructions on when to speed up or stop to download the data. I had to wear a racing helmet for the test so used these headphone-thingies that slipped into a foam earplug under the helmet.
If you ever see racing drivers take their helmets off they sometimes have earplugs with wires coming out taped into their ears...they have headphones in there too.
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