Just got a pair of Klipsch S4i's, and to be honest, they're only ok.
First, the good. The remote on these is fantastic. I really like that it is located at the yoke, rather than by your chin area on one side of the cord. This means you don't have a little thing hitting you in the face. The buttons are nicely separated; I can adjust the volume and change tracks through my shirt (I run the cord under my shirt) while I'm running. Not too big, not too small.
Comfort is fair for me. Obviously this is totally subjective. I found the selection of oval shaped silicone ear tips to be ok, but not as good as the standard silicone ones I had on my last set of Shure IEM's.
The sound is really the most disappointing aspect to me. Many people find that they have good bass, but they sound totally muffled to me. The first time I tried them out, I thought I was listening to a low-quality MP3. Switching to my Shure studio over-the-ear headphones confirmed that it was the Klipsch headphones.
To be honest, I was surprised by the muffled sound from such a well-respected speaker company (although not really a long-time headphone manufacturer). They lacked all of the sparkle and high-end detail I was used to with the Shures. To be honest, the sound is adequate enough and the remote is so superb that I might end up keeping them. I got them open box on eBay for $45. If I had paid retail, I would certainly have returned them.
You might want to check out the Shure SE115m+. I was wary of buying another pair after the cord got a third loose connection after 2 warrantee repairs, but I do miss the sound quality.
I've heard good things about Etymotics, but have never tried them myself. I know the deep ear fit is a very love/hate thing. I'd also like to try out a pair of ultimate ears, but they have so many models, its hard to know what to get. I've also heard mixed things (some good some bad) after they were acquired by Logitech.
