I run 6 miles 3-4 times a week, and just started wearing IEMs with a 3rd generation shuffle. I started on my old Vibe Duos, but they were too bassy and really lacking in the highs, plus I hear a lot of whooshing from the wind blowing over my ears. Just last week I got Klipsch S4is and I love them! The only problem is, my ears have started ringing, even after being very careful to set the volume as low as I can tolerate. Looking at the specs, I think that's because of the 10 dB boost in the bass. While I appreciate the energy, I think the bass boost tricks me into turning the volume up louder than I really should in order to hear the vocals (I listen to mostly electronica).
I've also have a barely-used ER-4P (along with the 4S adapter, Total Airhead amp, and GigaBag - which I'll probably sell on this forum when I reach the required 15 posts). While I love the sound with the "S" adapter and amp, they protrude too far out of my ear and the microphonics are probably too extreme for running.
I should also mention that I used to own Shure E3Cs and hated the rolled off highs.
I'm looking for something that's lightweight with great isolation, low microphonics, and accurate - not hyped - bass. Looking over the incredible multi-IEM review in this forum, it sounds like the RE0 might be a good starting point. I'm willing to pay $250 for the Audio-Technica ATH-CK10, but it's probably overkill for running. Any other suggestions?