I am a 95% classical listener, bought the er-4p some six months ago and have not looked back since. I admit that this my only experience of IEM of this calibre so I do not know what I may be missing out on (Audeo? RE0?) I was never really happy with the tri-flanges, and have found that the gliders (a bit uncomfortable in my ears) and shure olives gives me exactly the right amount of bass needed for big romantic works. I got a Meier Audio Headsix recently (the synergy with this warm sounding little thing is simply wonderful!), and am now considering going all the way and get a P to S converter.
One caveat though, everything you read about ER-4 and microphonics is true, so I would recommend ER-4 only as a (mainly) sit-down IEM. For on-the-go use, I would get an IEM that is easier to fit over the ear (it can be done with er-4, I know, but looks a bit goofy) to reduce microphonics.