I had some worries about losing them, as well. These have proven to be unfounded over the last few months... though I haven't done anything
intense while wearing them. In the course of my day to day life walking around, maybe occasional light running through the rain, they've never fallen out.
I did try some experimental jumping around and shaking my head wildly after I got them, and they didn't slip out from that.
I suspect a lot of this comes down to your ear shape. The fit of the wired EarPods are a decent proxy for how the AirPods will fit. The AirPods are less likely than the EarPods to fall out, because the wires aren't there tugging on them as you move your head, which turns out to be a useful difference.
