Well, I'm not sure what I ended up with is going to suit you, given your requirements, but I kept two different solutions (with a third still on its way):
1) The Beats Powerbeats Earbuds which, with the right foam inserts, are the most comfortable and best sounding earbuds I've ever worn and as bluetooth they are small and with no dangling cords to get in the way. For out and about they are my definite go-to solution, even allowing me to watch Netflix on my iPhone with nearly perfect lipsync (many bluetooth solutions don't sync very well with video, if at all, but the Powerbeats went out of their way to do this with a special software update). But they ain't cheap.
2) Very expensive wired headphones Philips Fidelio X2, with the cord detached and plugged in a very tiny, inexpensive bluetooth receiver directly to the earpiece. This is my at-home solution, with the best possible sound (the sound blows away any bluetooth headphones I tried, and most of the wired ones as well, and I bought and returned over 30 pairs in my effort to get something decent) but hardly portable.
3) I also have BTunes receiver coming (someday -- they are getting very close to shipping) which is a bluetooth receiver that plugs into almost any headphone and turns it into a portable bluetooth headphones. The main difference between it and what I am currently using is that it will also work with even those phones that have a VERY narrow plug (like the Bose wired headphones) and it doesn't require any adapter (my present solution uses a plug adapter which isn't very elegant looking).
The problem is that classic programming conundrum: Good, fast, cheap (pick any two). Although in this case it would be Good Sounding, Comfortable, Cheap, pick any two. For your case I might suggest you start at Best Buy or Amazon (where you can return things that you don't like) and do what a lot of us did and keep trying. Eventually you'll find something that works for you.
Best of luck.