I used foamies first with my E2Cs...then tried the soft silicone tips (black/grey ones) one more time, and discovered they sealed better for me and sounded better than the foamies.
When I got my new UM2s, I tried and really like the short comply (long are ok, but not as comfortable for me). Then I swapped a pair of unused long complies for a pair of medium soft silicone from a guy I know who has e4s (he had an extra pair, so we both won
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Just tried triflange, and immediately modified them to bi-flange. They don't seal as well for me as the soft silicone ones, though. So it's short Comply or soft silicone for me, evidently.
As everyone has said, though, try them all. Everyone's ear canal shapes are different.
One thing you might try that worked for me, I sat with my IEMs on and turned my stero down so I could *just barely* hear the test tone (pink noise) with the foamies. Then I muted, changed tips, put them in, and un-muted. It was pretty easy this way to determine which tips gave me better isolation.
Andrew