Wearing them over the ears with the earguides has helped me the most. Even in this case though they will slide out a bit every 30 min or so, but not breaking the seal. This is the case with all tips I've tried. Overall the most secure fit I've managed is with the stock clear tips. It usually takes some effort getting them out of my ears with these tips.
Still very much enjoying these IEM's. I found in my experience that tip rolling and experimenting with the spacers is a must to find the ideal fit. I'm currently using the medium clear silicone tips with the silver spaces. The idea is to have the housing held in place by the antitragus. The ideal fit should be that the housing just passes this section of the ear on insertion and is then held in place. I'm getting a perfect seal and when you do these things shine.
I also purchased a headphone clip like this to further reduce strain on the housings if wearing cable down;
http://www.ebay.com.au/itm/170882354914
I wear mine cable down as I don't want sweat on the cables as I'm paranoid about the cable stiffening issue although have not had any symptoms thus far.
I love these IEM's. Don't like the sound signature. Change the tip material. Who needs filters!!
The thing is, I have not heard any better in the way of in ear monitors and I'm starting to think I don't want to either because if I do I'm going to start shelling out more dollars and have the law of diminishing returns arrive on my doorstep.
For the price these are, as Richie Benaud would say, "marvellous".