Which begs the question, is there a difference between the 7 filters available?
Absolutely, check this out and take a look at the graphs:
http://rinchoi.blogspot.pt/2012/08/the-effect-of-acoustic-dampers-on-iems.html
There's a Shure SE535 thread on these (the filters are the same):
http://www.head-fi.org/t/663273/se530-535-acoustic-filter-mod-more-sq-improvement-than-cables-dampers
In a simple language, you can change the frequency response to your likes. Despite the impact being on all the FR, mids and specially highs are the most affected. In a more simple language, the lower the filter impedance, the more the high frequencies are present in FR.
I think there's no "better sound", it's all about your preference, your gear, sinergy, audio source...the typical we know. For instance, I think treble is the weakest part in the SM64, it's a bit of metallic sound for me (Velvet is much better). So, I put a filter one size higher than the stock one, to reduce the aggressiveness of higher frequencies, specially. So, I get a bit smoother, rounder, thicker, darker, weightier sound. If you prefer even more, just put a size up. If you want more clarity and resolution of the SM64, put a size down of the stock one. Or try different sizes and put what you like: I did that with 330, 680, 1K, 1.5K. But with this information, you know better the direction you want to take, from the stock filter that is a 680 Ohms (white), up or down. SM64 is very special for its mids, now with the size of 1K Ohms filter, they are even thicker and more emotional. With my gear. I got an IEM that I prefer the treble, so I changed the SM64 to a more darker IEM, to improve its specialities, and making it a more specialist IEM (on emotional mids, but still more aggressiveness and clear than the S-EM6, which has a really big thick sound).
It's a very simple process to change the filter, but needs patience at beginning to get the right way of extracting the filter from the earpiece. With habit it goes very fast. Be careful not to push the filter to inside the earpiece or the filter "paper" (the colored parts, they are not glued to the metallic part). The colored part end goes to inside.
Do it very slowly and with the appropriate tool, only. There's nothing to go wrong doing like this. BTW, I use the Etymotic filter removal tool. Buy 2 or 3 because the termination it's not always perfect. It's cheap, 1 and half dolar. This:
http://www.etymotic.com/er38-45-36.html
If it goes very wrong, it's not the end of the world, I once push a filter too inside and pull it out with a paper clip
with the precaution of not pushing the filter colored "paper" to inside (this is the worst, if you push the "paper" to inside it stays there, very very difficult to pull out). You can remove the paper first (with a smaller clip) then the metallic part (with a stronger clip). In last instance, a reshell cost about 100 dolar. Do it on your own risk.
Etymotic sell IEMs that users can replace filters with new ones. These IEMs have a shape that prevents the filter to go inside the IEM. Earsonics do not have this shape, and are not made to be filter replaceable by the user. Well, Shure also not...
Sorry if I wrote too much, but it can help less informed people...