Over the ear vs ear buds is a preference thing. With either, you can get a comfortable pair with great sound, or an uncomfortable pair with shitty sound for either.
I'm an ear bud kind of guy - even though there isn't much more annoying than shit-ass ones falling out on the slightest movement. There's lots of different ways to get perfectly fitting ear buds. I just got some custom molded earplugs, and am gonna try them out to make custom-fitted ear buds.