A long delayed update:
I decided to skip IEMs and more expensive earphone models -- just too much money for my only occasional, casual, on-the-go use, and based on some comments here and elsewhere I'm a little concerned about the IEM's hard-shell molds, comfort, and fragility. So I gave the Ultimate Ears 500 a try. Not too surprisingly,
none of the included tips fit my ears. (I have
very narrow ear canals with a particulary sharp bend.) I looked into Comply tips, but it appears (granted relying on photos only) that they don't make tips small enough for my puny ear canals. Also, the stock tips (and I assume Comply tips, too) don't slot onto the UE500 very tightly, raising concerns about pulling out the earphone while the tip remains lodged in my ear. Done that once with the foam tips on my ER-6, and it was a PITA.
So...in the end, I decided to stick with the Etymotic ER-6 since they're compatible with my custom molds (which I also use for concerts with the -15 dB filters). Etymotic replaced my earphones out of warranty, for free (as they've once done before). At this point, if they're happy to keep replacing them, I'm happy to keep using them -- the hassle of finding other earphones that fit my ears and/or custom molds is more hassle than the 1-2 yearly replacement.
Thanks for all the recs, everyone -- I do appreciate everyone taking the time to provide feedback, and I'm confident other TSers will find the thread helpful, even though I ultimately went in a different direction than originally planned.
On a related note: I've been using a Rockboxed iRiver iHP-120 for a portable music player. I finally got tired of its bulk and picked up a Sansa Clip+. Damn this thing is small! With a 32 GB microSD card I have more than enough storage for portable listening, and it sounds pretty darn good.