Best thing you can do for your IEM's is to get ear molds made at an audiologist. They can have the mold incorporate flat filters and IEM shafts. The supplied generic inserts are hit and miss. I paid about $70 for the mold and flat 15dB filters. They are perfect for concerts, but I use them for work when I trouble shoot mechanicsl equipment noise issues in the field.
The molds fit Shure IEM's well, and a variety of other IEM's. isolation and response is greatly improved with a perfect fit, and listening fatigue (physical) is diminished.
As far as which ones to get, I have found it is largely personal preference and budget. I like cans, but cans that feel nice. Sennheiser HD580 and HD600 are great open back headphones, for the money. HD380PRO are good closed back cans. Grado and Beyerdynamic are also good.