I have the UM1 right and owned the E2C before. It depends on what kind of comfort you are talking about. I never tried the E4. But it's the best sounding earphone among the 4.
If you are talking about the comfort felt by the ear canal, comply tips are fantastic. Those that came with my UM1 didn't last too long since I was constantly removing them by twisting when I first got my UM1. Still, I don't think they last that long. Nevertheless, comply foam tips are very comfortable.
If you are talking about the outer ear(pinna, says wikipedia), I would say IEMs aren't that comfortable since they push against the ear. Your ear can feel, touch, be pressured, by the body of the IEM. I don't think this is a problem with the vibes. The vibes just don't make contact with your outer ear.
The UM1 has a small body and flat body. So the comfort depends on how the area near your ear canal curves. It is small enough to sit inside the "pocket" of your ear. The UM1's pretty "sleepable" too. I can sleep sideway with the UM1 on. The normal posture(facing the ceiling way) may bring a bit of discomfort since the ear and ear canal get squeezed by the pillow. Laying on the side with the UM1's more comfortable.
The E2's a bit bulky. Because of the rather round body of the E2, it sits in the "pocket", at least in mine, okay. The body wasn't that uncomfortable. The main discomfort came from the eartip. The stock yellow foam tips were rough. The foam surface felt like sandpaper(a bit of exaggeration). I didn't like the soft or the clear flex tips since they didn't seal as good as the foam tips. I used some custom foam tip from ebay. I don't know about the seal, but they were comfortable. (I had the E2 before the UM1, so I couldn't compare them side by side.) The ear canal gets uncomfortable because its nozzle's rather large, so there's less foamy area from the ear canal to the nozzle. The pressure was greater I guess. Not the best description, hope it make sense. If you ask, I guess I can try describe it better. No, the E2 is not sleepable sideway. Even in the normal posture, the E2 is not comfortable because the pocket gets squeezed too much. The E2 is bulky after all.
Also there's the feeling of having a cable touching the behind of your ear. The E2 got thick cable, so they don't wrap behind your ears as good as the UM1, which has finer cable. The feeling of the UM1 cable is there, but usually easily forgotten.
Foam tips are a bit troublesome to insert. I can my shure olives into my ear by twisting the tip into my ear canal. But that's not as comfortable as compressing it then insert it. Soft sleeves or clear flex tips are easier to use.
Oh, over the ear IEMs are not good if you have medium to long hair and apply hair product to hair near the ear.
