It all depends.... depends on the kind of listening im doing.
I use IEMs but if im working in something and i just want some background music to replace the environmental noise, i use a volume that would allow me to hear the page turn (assuming that i was wearing regular phones).
When i just want to close my eyes, relax and let my thoughts and my music fuse into one being, i use a mid or mid high volume (at max), just enough to be able to hear every little detail of the music im listening to.
It also depends on the genre, if its quiet n soft music, i crank it up a little bit, if its rock or metal, i take it down a little.