There's really only 1: Ear infection. But what the hell...
1. Special implements to clean out your gunk.
2. Sweat build-up when running. This causes an underwater gurgled sound. Great if you're a diving fan, I guess.
3. Fall-out. As in, they do - constantly.
4. Infection. Shoving those suckers in and out damages the thin layer of skin in the ear canal.
Built-up sweat + remnant gunk + damaged skin = ache + pain
Believe me: I speak from experience. Weekly ear infections are not normal for ages 3 months and up.