I tried the Shure Olive foams but the fit on the HF5/3 is VERY tight -- I was afraid I was going to snap the HF5 nozzle removing them to clean them. The Olives are pretty durable, but eventually they get bloated with wax and water from cleaning them.
I'm a big fan of the stock 3-flange -- it just takes a while getting your ear used to having them in there. You might try the milky white larger tips but don't push them in as far -- I think they are more comfortable then the small blue that I have to push in pretty deep. The milky larger tips get softer (but not bloated) as they absorb a tiny bit of wax and oil. I think they are an integral part of the full Ety audio experience.