Krista, I always wear glasses, no contacts for me. The last time I got a new prescription, I made sure to get one pair that I knew would stay on during exercise! I got myself a pair of Nike wire rims, and they are the best I've ever owned (for comfort in general, and for exercise stay-on-ability). I like to say they're the equivalent of sweatpants. I tested them in the store by bending upside down! If they didn't work for down dog, I didn't want 'em. I'd been through enough glasses sliding down my nose situations, thankyouverymuch.
They're great and I've been wearing them for two years now. Next prescription, I can see myself either getting another, very similar pair from Nike, or just keeping these (I usually treat myself to new frames).