the 115 is the only Shure iem I havent tried. However, I have heard the 210's, and the 115's predecessor the SE110's. If the 115's are anywhere close to the 110's, I'd say I would prefer the 115's. While the 210's definitely reach for higher treble than the lower end iems, the 110's had much more satisfying bass, & lacked the harshness that I heard in the 210's. Honestly, I've never heard an iem as deficient in the bass dept as the 210's. To me, it seemed like the lower end was almost non-existant. Some of my favorite iems are etymotics & the likes, so I'm definitely NOT a bass-worshipper, but it just wasnt there with the 210's (and I'm certain I had a seal). Stick w/ the 115's.
The retailer you're referring to isnt Best Buy is it? They're plagued w/ stock of SE115's & SE210's (with nothing else via Shure) and I'm sure their return policy is upwards of 30 days.
Good Luck.