When you say earplug style are you referring to the traditional earbuds that come with the ipod?
I use these for jogging with my nano and they work great:
http://in.creative.com/products/prod...&product=11397
I just run the wire down the inside of my shirt and put the nano in one of my front pockets. The nano is small/light enough that I don't notice it in my pocket at all.