Shures -- Thicker cords gives impression of greater day-to-day on-the-go durability. More musical (less analytical) sounding ... more of a "normal" listening experience.
Etymotics -- Tiny, light, even more portable than the Shures. Very bright, detailed, analytical sound -- many who want thumping bass find them lacking, but they isolate even better than the Shures (they go way into the ear canal ... might seem intrusive to some users). More fiddly -- not as easy to get the right fit when putting them in, and not as easy to take out (but again, higher potential upside with isolation if fitted properly, and perhaps greater potential downside if you don't like the bright sound ... what bass there is really depends on the seal).
All this is my opinion, of course, based on my experience with my 'phones.