It seems that most who are serious go to an audiologist and have ear molds made for a custom fit.

Cal86 - I've tried the triple-flange sleeves and I prefer the soft foam ones; the triple flange sleeves seem like a good idea but they just didn't work for me.

The E4s, by the way, are worth paying extra for--not so much for the sound quality as for the durability. It's a much better, tougher design. Still, the key to making them work for jogging is a good seal (they need to fill the ear canal and STAY IN, otherwise sweat gets inside them)--and the best way to get a good fit, as Jim T suggests, is with custom ear molds (just be sure to KEEP YOUR MOUTH WIDE OPEN) while the impressions harden).

Admittedly, by the time you've paid $300 for the 'phones and another $125 for the molds, it's quite an investment. But if you don't want to go that rout (IMO) your better off with a pair of Sennheiser PX50s or similar. They don't provide the isolation the Shure's do, but that can be a good thing for jogging. There's something to be said for hearing approaching buses.

I've written a review of the E4 (with some "followup" info on the E3c) for the March issue of Stereophile. Might want to wait for it to get all the gory details.

Shure customer service, by the way, is first rate.

Good luck,

Jim Austin