If I had to pick one only, for one-time use, I'd pick the Complys for their very high degree of comfort. But the Shures are clearly going to stand up to a lot more wear per pair -- the composition and the color will work in their favor -- plus, they're quite comfortable too (just not as much as the Complys). I haven't seen yet how much longer the newer gray Complys hold up aesthetically, compared with the peach-colored Complys, but the color alone might help ... remember, just handling the foamies to compress them can make them dirty over time -- it's not just being in the ear.
The Complys come in Regular, Short and Narrow (all pretty much self-explanatory, comparing them to each other ... but then they're not directly comparable to other brands in size, particularly the Narrow).
The short Complys work well for me with the Ety ER6i's -- the tiny combination of earphone and ear tip fit inside my ears nicely and provide isolation with comfort. The Short Complys are just a bit larger than the Small Shures, but the Complys are softer and "compress" more. The Large Shures are quite large compared to the yellow foamies, in that they don't seem to compress as much, due to their denser composition. I use the Large Shures with the Atrio M5's, which are much larger than the Etys.
Both the Complys and the Shures are excellent, IMO. For everyday use, the Shures might make more sense. The Complys make a nice indulgence, though (I use mine when travelling, as opposed to every day).
PS: The shape of the Shures was mentioned in a post above. Note that in the long Atrio M5 thread, there is much discussion of installing the tips onto the post so that the flat end (not the tapered end) of the Shure goes in the ear first. I tried it, and to me, it seems to fill up the ear more -- it feels as though the tip is almost half a size larger when worn this way (I had already gotten the Larges, so I changed back after the experiment ... but if you get the smalls or mediums and think they're a bit too small, you can consider reversing them. The Future Sonics foamies are "barrel-shaped," like denser, more comfortable versions of the Shure yellow foamies, and I think that, once in the ear, the "squared-off" surface changes the fit and sound ... which people seem to notice when trying the Shures reversed.
