see, the thing about earphones falling off ur ears is because you have used earbuds and not in-ear-monitors (IEMs).
Earbuds are the ones bundled wid nokia, apple etc which just rest in ur outer ear cavity, inshort they do not fit properly.
In-ear-monitors or iems provide great isolation and fit.
It depends on what u want, do you want somethin that cups over ur ear or do u want somethin that fits inside your ear.
There is a lot of things to consider while looking at differences between iems and headphones.
But to keep it simple, I'd say i prefer iems for their portability. I cant imagine myself wearing those headphones while commuting and travelling. Headphones are good if you're going to be stationary.
And regarding sound quality, I cant vouch for either of them. But you should be knowing what you would want to use.
Anyhow, coming to ur budget, In case of iems, for a budget of 1k , You should first know what kind of sound signature do you like?
Do you like more emphasis on bass, mids or treble?
Your budget is quite limited and you wont be able to get the best of all three, but you can get a decent bit of everything.
Within 1.5k , you should go for the Meelectronics M6 at 1.2k(from mediahome). It offers a decent mix of everything and its certainly better than others in the range.
If you can spend 1.7k then go for the soundmagic pl50 for 1.7k(from lynx). If offers crisp fluid mids and good treble while lacking in the bass department.
If you can spend 1.9k then go for the Brainwavz M1 which is even better than the above two.
If you don't want an emphasis on bass and are okay with decent iem which is strictly under 1k, then go for soundmagic pl30 at 0.8 to 0.9k.
There are a lot of things to write about but i would end my post now, gettin tired of writing
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Do your research properly and stay away from sony,philips,creative,skullcandy.
I own the brainwavz M2 and bought it for 2.3k after discount, it retails for 2.6k.
If you can cough up the money, get that. Best for the price.
Dont worry about comfort factor, iems are very comfortable. You havent had any experience wid iems, since you've only used earbuds.