Peter,
Good comments. Shure does make some quality cans. And head-fi.org is the place to go. Although it will cost you $$$ if you're not careful. I really do like my "canal phones" quite a bit. Most come with a few different "tips" so you can find a set that are most comfortable for you. I've been pondering picking up a set of Ultimate Ears UE-10s. Before you order these, you to an audiologist and get molds made of your ear canals. The 10s are then custom molded to fit your ear. Pros: They are 3-driver IEMs that have reportedly unparalleled comfort and sound. Cons: $1000 bucks, give or take. And you can't return them.