I have tiny ear canals and I've never been able to wear ear buds that either don't fall out, or don't hurt because I've jammed them in there. I think for me, it's not just the size, but the shape of my ear because even the smallest versions fall out.

I have good luck with Yurbuds. They are silicone things that slip on over a regular earbud. The smallest size they carry does fit comfortably in my ears and even better, stays put when I run. I have the ones they are now calling 'inspire' but they have other versions as well (over the ear, bluetooth, etc). http://goo.gl/fbrDya