What kind of earphones are best for not coming off the ears accidentally?

I use my Nintendo DS + headphones as my alarm (no don't tell me to get a regular alarm....I have a roommate). I tried clip-on earphones but sometimes they come off during my sleep....then I miss class. Big bulky over-the-head headphones are too uncomfortable to use.
Thanks but that "Bang & Olufsen A8 Headphones" is too expensive :x