If you are still interested in IEMs (in ear monitors), Ultimate Ears, Westone and Shure make excellent dual armature and triple armature models that you can upgrade to. Costco carries Ultimate Ears at a very good price, too (they have the superfi on line). Otherwise, most discount audio stores carry Shure and Ultimate Ears. Westone is also good, but they are pricey and you can only buy them from Westone.com. They are similar to Shures, but a bit warmer.
If the regular latex or silicon tips are irritating your ears, try out the foamy tips which conform to the ear and are extremely comfortable. When I use the foam tips with my Shures I don't even know they are in my ears. Also, the cords should come out of the phones pointing upwards so that they can wrap behind the ears. When the cords are wrapped behind the ears it cuts most of the conduction noise and the cords cannot rub against the face. Etymotics are also good, but they don't wrap around the ear (unless the 4p has changed?). I found them to be the least comfortable fit.