Sorry I can't really help you with the jogging headphones. I use my ipod ones for working out and they work fine for me/never fall out so I've never really looked into more exercise ones.
I can help you with gaming though. Do you want them for PC or Console? Either way when it comes to gaming there are basically two brands you can't go past. Turtle Beach and Plantronics. Both have their positives and both are good brands.
I own this pair for my PS3.
Turtle Beach PX5. AMAZING! So comfortable and 7.1 Dolby surround sound. 7 speakers in each side for full 360 degree sound, so good.
If you are looking for something for PC then maybe try the Plantronics 777. This company uses tech from NASA and is crazy comfy for long gaming sessions and also has great sound.
Also your photo didn't work for me.