Between the wife and I, we have three. All sound good, but I find I use the Bose the most, because they don't stick into my ear cavity. I never had a problem with that before this year....something must have changed with my ears.
By far the most comfortable, and they have the 2nd best sound. They only lose out by a nose because they lack a bit of bass unless you turn it up loud and they are not sound isolating.
Klipsch Image S4i. These sound the best, but they get uncomfortable after a while. They came with 4 different sizes of earbuds, and I have 5 more from my other set below that fit, but for some reason my ears don't like them for long periods. I HAD to have these in white to match my new white iPhone last year. Fantastic sound, I may just need to suck it up and get used to the feeling in my ear.
Klipsch Custom 2. This was the first set of high end earbuds that I bought when I got my iPhone. They are extremely comfortable (even though they stick into my ear...must be the angle of being upside down), have amazing sound reproduction and quality, but they really lack bass response. I don't like home boy thumping bass, but these are really weak in that dept. I have to change the eq settings on my iPhone to the 'deep" setting, and even then they just barely pass for bass. I understand the Custom 3 set has all the bass, but I'm not in a position to pay $200+ for headphones at this point, especially with the others I have. I think the Custom 3 would be my ideal set. One day. Check out how they fit...really unique.
What do you guys use?