Just got my CX680i's yesterday and took them to the gym. My gym is really noisy and usually have to listen to stuff at 1/2 (music) to 3/4 (movies) volume on my iPhone. I have been using Klipsch Image 4si, and they've been great with the oval eartips, but I have to keep adjusting them as they don't stay in well, especially when sweaty, and they eartips seem to come off too easily now.
Anyhow, I happy to report a very positive experience with the CX680's. I opted for the microphone version because the volume control looked nicer to me than the non-mic model, I also occasionally get the call from the wife wondering when I'm going to be home
The sound quality on these are very decent, very nice overall. Not to thin on the bass, not to harsh on the highs, just balanced well with enough detail. I've gone through my share of high-end phones and I was prepared to be disappointed, but these held up well enough.
I did have some cable thump, which comes from the wires above the split, so I used the tightener to cinch it up to my neck a little and it stopped the cables from bouncing around and sounded perfect. I've never used that before on any of my phones, but I found it finally came in handy.
I used them for a solid hour, music and movie watching, and they stayed snug the whole time. Overall I'm really happy with them. If I could change anything about them it would be the cable color, but I'm sure I'll get used to it.
These are the "in-ear" model, which is what I wanted for at the gym. If I were running or outdoors exercising I would opted for the earbud variety. I've never had much luck with styles that wraps around the back (like the PMX 680) due to my sunglasses.