I have the super.fi pro 5EB. Good bass extension, may be a bit much for some people.
The thing to realize w/ these IEMs is that while they may have slight differences in sound signature, for me, the biggest factor was fit. Because they go in the ear canal, you have to find ones that are actually comfortable for your ears. I was lucky enough to go Macworld a while back and many of the vendors had them for demos w/ disposable tips so you could try them. Futuresonics/Xtrememac has a pair of FS1's that are also quite good and comfortable, for me.
For me, I wouldn't necessarily carry a REALLY expensive pair, just for the fear of getting jacked. You may also consider some over the ears like maybe Sennheiser PX100, Koss Porta Pros (which I hear about a lot), or maybe even some Grado SR60's.
