I am seeking some opinions on custom made inserts for the Shure 535. I am considering the ones made by Sensaphonics and those by Westtone. My understanding is that the Westones can be used with the Shures because they simply attach to the post, in contrast to the Sensaphonics in which you insert the entire bud into the custom made attachment.

Custom art do it the cheapest.

Do you want the cheapest or the best? Custom is superior, and secure sleeves are significantly better than tips.
 
There's a reason that Shure has selected Sensaphonics as its preferred provider of custom sleeves. It's a superior product, and fits the entire line, so when you upgrade from SE215 to SE425 to SE535 (not an issue for you, Mrkrob), your custom-fit sleeve is already there, allowing you to sell the universal version for maximum value while realizing the benefits of custom fit.
 
FYI -- Interestingly, Etymotic has also selected Sensaphonics as the preferred provider of custom sleeves for its Music Pro electronic earplugs. Not a coincidence.