I have a set of Shure in-ear headphones. They sound amazing, but are not very comfortable, nor do they really like to stay in. They come with small/medium/large ear-canal inserts in two varieties, one is a hard plastic, the other is very much like those cheap, squishy foam ear-plugs you use while working with power tools. The squishy earplugs work really well, actually, but they get disgusting fast, and they're not cheap -- like $10 for three pair. The plastic ones, no matter what size I used, were all uncomfortable and wouldn't stay in my ears for more than a couple minutes at a time.
It's especially frustrating because my wife was given a pair of Apple in-ear headphons for her iPod and they're really comfortable and stay in pretty well, in spite of having a one-size-fits-all design as far as I know. Recently I noticed that Shure sells a soft ear-canal insert separately and I was really excited because I assumed it would make my headphones comfortable like the Apple ones. Well . . . it was certainly a step in the right direction, but not nearly enough. It's really a shame. The headphones sound spectacularly good.
So . . . I guess what you can take from this, is that the Shure E2C headphones sound great and aren't too expensive, but they aren't especially comfortable (or at least, not for everyone). But these guys know how to make a great-sounding headphone. So if you're getting a traditional style headset, where comfort is probably not an issue, you can be confident that they'll be a great set of cans.