[This review applies to the Shure E3c, Etymotic ER-4P, and Shure E5c.]
After sealing any of these three models into your ear canals, the outside world will disappear, leaving you alone with your music. With a good seal, all provide blissful silence--around -25dB to -30dB of isolation. Despite their varying price points, all three are reference-level products. (Which means they will reveal the flaws in low-bitrate MP3 files.) The overall sound of the E3c are ideal for rock and pop, whereas the ER-4P and E5c are favorites of classical, jazz, and vocal lovers due to their better detail and slightly better extreme low end (again, provided you have a good seal). However, all provide stellar sound no matter the type of music.
One drawback of in-ear-canal headphones is that because they seal so tightly with your ear canal, bumps and scrapes are often transmitted up the cable and right to your ears, a phenomenon called the microphonic effect. An advantage the Shure models have over the Etymotic offerings is that the cables on the former wrap up, over, and behind each hear, keeping the cables out of the way and thus less susceptible to bumping and scraping.
The Shure E3c get our Editors' Choice designation by virtue of their low price compared to the other two models. (If you're looking for less expensive options, consider the Shure E2c, Etymotic ER-6 or ER-6i, Sony MDR-EX71, or Apple In-Ear Headphones.)
Tip: If you're really serious about sound and isolation, you can even pay your audiologist to create custom earmolds--made specifically for your ears--for any of these models. See http://www.westone.com/earmold_styles.html and http://www.ultimateears.com for more details.--Dan Frakes