Thanks for the responses.
Yesterday I started noticing more and more how the Comply tips blocked too much high sounds, so I'll see if the silicones + black filter give me what I like. And I'll start looking around for other tips...
I assume foam tips from other brands also muffle the high like the Compy tips do? I guess that means I should look for bi-/tri-flange silicone tips. Any recommendations for brands that give good sound and compatibility with the PFE?
I've had a tip come off and get stuck in my ear when I used those plug-on semi-in-ear iPod things, it was a really horrible feeling, I got real freaked out over it... So thanks for the warning, I will try to avoid using the silicones a lot. Or not switch them around a lot for now, that should help not loosening some of the grip they have.
BTW, so far everything I have tested it were losless FLAC recordings, so that part should not be the issue. (Can never know what quality was on the original CD tho ^^.)