Westone UM1 work very well for me. I tried a bunch of different earphones before finding those. The UM2s and others are higher-end versions, but I use them only for riding and the UM1 are more than sufficient fidelity wise for my purposes. The trick, of course, for best blocking of wind noise is finding tips that seal your ear canal well. I ordered some extra large foam tips which work the best for me. These are a bit larger than the largest in the assortment of tips that come with the UM1s when you buy them.
http://www.westone.com/store/index.p...-monitors.html