actually I think most that dont like the idea of IEMs, either just dont like the idea of them, or they have never tried a truly comfy pair of them. for me having owned HD25 twice and enjoy them very much, think that apart from ED8 are IMO the 'best' portable headphone on the market due to rugged design, pretty good sound and removable cable.
That being said, I feel that a well designed IEM simply has no competition from the more portable headphones. the only reason I see for not getting them unless you WANT your headphones to be noticed, is if they isolate too much for your uses. all of my IEMs beat any headphone I have owned that was suitable for portable in all areas and one. Most are easily driven by portable devices (although many improve with an amp) you dont have to think much about where you are going to store them, they dont announce themselves and they sound bloody brilliant!! my SE530 and UM3X beat HD25 hands down and...well my JH13 beat any headphone of any size that I have ever heard.
and then of course you have the yuin if you really cant stand the idea of something in your ears. personally my IEMs totally disappear when wearing them, isolate well so I dont have to pump up the volume when on public transport to get a decent level and have detail retrieval that is hard to beat.
headphones though
HD-25 I-II or ED-8, i'm not a fan of the ATs, although they look prety cool, i'm not sure there is much substance to the sound. every time I try them; my eyes want to love them, but i'm left scratching my head why they are so popular