Sorry about the late reply... I haven't tried the Comply foams. People do say that they are very comfortable... they are a bit pricey.
but then again, so are those shure olives (with shipping).
Onto to the more important things...
When I listened the denon with the tips provided, the sound was very clear and upfront. I had the etymotic er-6is before so I will use those as a point of reference. In comparison to the ety's, the denons sounded fuller, presenting a very rich tone to the music. The cymbals and everything were still clear, but they didn't have that crystal clarity that the ety's have. In some ways, the ety's were almost harsh after extended periods of listening. The denons do not have that harshness. The sound is warm and inviting. The downside, however, is that the sound does not ring like the ety's. I think that this trade-off is a matter of preference.
If I were listening critically (which doesn't mean that I do), I would probably go with the etys since they really project detail into the forefront. That detail is a bit washed away in the denons but it makes the sound very lush and welcoming. I would prefer the denons to listen to on a day-to-day basis.
Downsides, of course, is that the denons don't really provide isolation, at least not to the extent that the shure e2c (110e) or etymotic er-6is do. You can hear conversations that happen around you. I would almost say that these are semi-opened - but then I would have head-fiers breathing down my neck about using headphone terminology where it doesn't apply on iems.
When I modded the shure tips, I did so by taking a needle (bent safety-pin) and heating it up in the flame of a candle. Heating it up makes it easier to stick the needle through the foam in order to remove the inner tubing of the shure tips. Essentially, I simply stuck the heated tip repeatedly into the tip around the tubing. Then I rolled the foam off of the tubing. What you're left with is a shure olive without the plastic tubing inside. That can then fit onto the tip of a denon. (if you have the etymotics, the shure tips fit on there without any modification).
The sound of the denons did seem to change slightly. Actually... they changed a lot. The tone of the denons took on a shure-ish sound - like that slightly veiled presentation that warms everything up. It's like some weird hybrid between the denon and shure sound. Moreover, and I guess this has something to do with the fact that the sound might need to travel through a little foam, the sound feels a little less upfront; that is to say, it almost seems like there is, dare i say, soundstage? Now, I use the word 'soundstage' because the sound doesn't seem like its 'in your head' like the etymotics or the altec lansings sound. The sound is farther back but doesn't take away from the detail (that much). It's almost like... with the regular tips, it's like i am standing on the stage with the instruments playing around me and with the shure tips, it's like I am sitting in the 2nd row and listening to the instruments. So I guess that's something like soundstage. Heh.
I have to say, after the er-6is, listening to the denons with shure tips feels like a respite from undue harsh detail. haha... but I do miss the isolation that the er-6is provide, so I may switch back (as I still have the er-6is).
Okay, I hope that helps. Take care.
