Which IEM's for me-- E4, ER4P, UM2, Super.fi 5 Pro or Super.fi 5 EB?

The eyts are probably the best choice for under $200. They are one of the best IEMs for unamped sources. They're low impedance makes them work great. I'm using mine right now hooked up straight to my iPod. And $175-$200 isn't the price of these. You can find them for $150 and less used. Now thats what I call a deal.

I haven't tried Westone's UM2, but with the iPod in particular I've found that the Super.fi 5 Pro will give the fullest sound. I've tried these with other sources too, and so far I haven't found the lower end to be over-powerful. You're sure to get a nice full sound with these, and I have found they tend to sound more like full sized headphones than some of the other options. The top end might not be what you're looking for, though, because although the treble is nice and more than adequate (for me -- and keep in mind I used to use Ety ER6i earphones all the time), I would not exactly call it "brilliant." It certainly won't have the sparkle you could get from Ety ER4P.

The lowest price on the Super.fi 5 Pro used to be $190, but now I believe you can find them from DataVision for $229 and Amazon.com for $225.

Go for Um2 with triflanges and give them a little treble-boost (if needed)
Don't forget the Um2 with custom molds offers the best sound

Hmmm. Problem is, the Sony MD player will synergize with phones that won't match up at all with iPod mini. Bass-rich Sony players work great with Shure E4s and presumably Ety ER4s (I've owned both Sony and ER4s, but not at the same time), but the mini will not give these low-frequency-challenged IEMs what they need to succeed. IMO, I doubt there is a one-size-fits-all canalphone for your query.

That said, I would vote for the Super.fi Pros, just in that they can shore up the bass response of the mini, but still offer great SQ for the Sony players. If you get them, please post impressions across all the equipment...would be very interested.

I've owned all of the IEMs you've listed except the EB, which I've also tried once at the store.

These IEMs have different sound characteristics which I'm sure you are aware of by reading head-fi, so I'll post some of my impressions beside the sound.

IMO the worst choice is obviously the Ety ER4P, they are uncomfortable due to deep insertion, have HORRIBLE microphonics which render them useless in a mobile setting and they are ugly too. If you look a little below the headphone forum page you can see someone has issues with snapping cable so I guess their durability isnt' great either. Oh, on a side note, I hate their tinny, harsh and bass-less sound too. btw some have posted that the 4P and 4S is pretty significantly different so this might not apply to the S version.

Shure E4c and Westone UM2 are much better in terms of comfort, the shure has a nice thick cable. Both go about the same depth. THe westone lies flat against the ear but the E4c sticks out somewhat due to the fact that the barrel is large and I can't get it into my ear. I wasn't impressed with the build quality of the UM2 or E4c. I could see the glue through the UM2 housing and the E4c just seemed kinda cheap and plasticky for some reason, but both are better than Er4P IMO.

THe super.fis are the most comfortable due to its shallow insertion but you give up some isolation due to that. They have a thinner cable that is replacable.

I second the Shure E4, it is an entire league above the Er4P. I haven't heard the S version though.

I own both the E4 and the UM2. Both have a different sound signature out of the box. UM2 has better bass. When amped well enough E4 can have pretty good bass, but not like the UM2 which approach full-size cans. E4, I must note, have a pretty dry bass (accurate and tight), but less musical to my ears.

The mids and highs are a different story, E4 does have a very clear mid and high that is brilliant for e.g. female voices, but I find these a tad thin for male voices for example. UM2 is more critical in this department, the mids and highs are certainly there, but their apparrant presence can be very dependant on amp, sleeves, and EQ. On my iAudio G3 and UM2 with Shure clear flex sleeves, I use mostly flat EQ, for some music I make a 'countach' like curve, where I recess the (mid)bass a bit and maybe increase treble a tad.

One thing is for sure, with a little experimentation and tuning to your liking UM2 can sing from bottom to top and remain nicely smooth and musical at it. E4 also has a brilliant sound, which is somewhat more analytical and takes second seat in the bass department, but all in all very good and pretty musical at it too.

Since you're searching for a warmer sound with plenty bass out of a portable source, I'd generally say go UM2. If your player happens to be bass-shy and you don't want to amp, go UM2 definitively (might apply to your iPod). If your player is bass-heavy (might apply to your Sony's, but I really don't know), go E4 as a bass-heavy player could easily make the UM2 bass out the rest of the sound. With rock on my G3 I prefer the UM2.

From a wearing point of view, I prefer the UM2 slightly because they are recessed in the outer-ear (or whatever that part of the ear is called) and as such stay in place better than E4. Cable on E4 seems sturdier, but cable on UM2 is more conventient as it is more flexible (UM2 cable seems to be of good quality, but E4's is thicker).