I've got some cycling glasses that theoretically have interchangeable lenses--though last I looked nobody actually sold them separately. Mainly I was little buzzed at a bike show and got silly. They were $45 which isn't much in the realm of sports eyewear, but you can get a decent pair of safety glasses that perform pretty similarly for a lot less.
Look for something with full coverage or the wind seeping in around the sides will annoy you. It's best to find something with a curvature that more or less matches your eyeball. That makes for a lot less visual distortion as you look around. That's what Oakley charges the big bucks for, nobody does it better. But you can do ok for quite a bit less money.
My husband and I both have pairs of sport glasses from Zeal Optics that were customized with our prescriptions. Very comfortable, and have interchangeable shatterproof lenses. I opted for photochromatic in my primary pair so they work great in low to medium bright light. I'll be ordering a extra polarized lens set before next summer. Zeal is located in Moab, so they seem like a bigger brand here in the valley - though I wish them luck in their move into bigger markets.
I recently bought new glasses, so I just wear my old ones to ride (with one of those reallly cool "sporty" straps). I also always wear a helmet with a visor to keep the worst of the sun out of my eyes.
b.t.w. the strap mabye lame as heck but I just had a little spill, broke my helmet visor, and a rib but kept my glasses securly on my melon.
I need new glasses. I bought rediculously wide armed glasses and now have no side to side vision. It's way too easy for people to sneak up on me and I have to pretty much turn around to see the side of or behind me. Not good for riding my bike in the city.