Personally, for workouts in a gym, I prefer over the ears like the Sony ones.

http://www.amazon.com/Sony-MDR-W25G-Spor...68432381&sr=8-9

http://www.amazon.com/Sony-Lightweight-M...68432381&sr=8-6

When working out, I'm not that concerned about stellar audio quality and I don't my sweat ruining headphones. When I wear in ears, the sweat problem seems worse than over the ears. Just my 2 cents.