I have tried a number of them and they all tend to fall off my ear.
The exception has been the Motorola Endeavor. Which was great until I recently sent it through the wash cycle.
I replaced it with a very similar but slightly improved model, the Motorola Finiti. Same great fit, but some added features and possibly better reception.
The Endeavor and Finiti both feature "bone conduction" or "Stealth Mode". I find this has limited usefulness, except that the technology requires that the earpiece be inserted into the ear canal. For this reason it is more secure that the ones that fit over the ear, and my preference. I guess my ear anatomy just isn't suited for other models that feature semi-inserted ear pieces.
Theoretically the Stealth mode allows one to use the headset in windy/noisier conditions, but I've found it lacking when it comes to accessing the local 511 traffic advisory service. Without Stealth mode, I'm able to get it to respond to voice prompts. With Stealth mode, usually it fails to recognize what I'm saying.