I use a pair of sony silicon covered earphones which despite the dripping sweat I have and heavy high impact cardio (lots of moving and jumping around) do stay put.
I download mash-up and re-mix tunes from here there and wherever I can find it. DJs are best found on youtube and then go to their website, you can also find links to other DJs on their websites or to similar music on youtube. There are also places like Best of Bootie which have their version of the cream of the crop. It can take some searching but its still very rewarding once you find stuff thats bang on and lasts more then 3.5 minutes. One DJ (Greg J) has stuff thats 60, 70 minutes long!