My ears are the wrong size - too small, I think - for most of the bud-style ones to fit. They either fall out or hurt, often both.
I finally got my hands on a decent, small pair last year, but even those I have to tape in place or wrap a headband around if I'm going to run or go anywhere windy. So yeah, I do wear the big ones in public sometimes. Not BBDs thou, those are sad.