Cool trick- I'll sometimes wear the ER4S's like earplugs for overly loud shows while recording and supplement the high end with just enough volume from the headphone amp to match whatever bass attenuation I get from the earplugs. It's like an earplug EQ control. I get some weird looks with them on rocking out to the live music sometimes though.
I'd really like to get some of those custom molded plugs like Brian has. I didn't care for any of the standard flanges or the barrel shaped foam plugs that came with them and instead use the highest isolation rated foam earplugs I could find (blue skinned foam, round on one end and flanged on the other) that I punch a hole through using a leather punch and then push over the miniature drivers. These fit and seal much better for me giving greater isolation and bass response. The deeper I get them into my ear canal the better they sound, and the better the isolation is.
I've got a pair of ER4S's and a pair of ER4P's. I got the second set so both myself and girlfriend could wear them on long roadtrips in an old convertible - even with the top up they make for a much better listening environment by cutting out all that noise. I used a small headphone volume adapter cable to even the volume and impedance load and drive them from the same headphone amp.
I
do notice a difference in sound between the P and the S model. The S's have a smoother, more extended treble range but are harder to drive. The headphone amp in the R-09 is not strong enough to get the S's loud enough, but the little Total Airhead amp from HeadRoom drives them fine. I usually use that little amp with them all the time because it sounds so much better, and works well.
The only time the AirHead>ER4S is not quite loud enough is when monitoring loud music in the field. Just not enough level to really hear over the really loud stuff, but fine for acoustic music. I plan on trying the ER4P's next time out for a little extra level.