I second the title of this thread. I too had a Marshmallow tip get stuck in my ear. Aside from it being harder than a rock, once I compressed it enough to insert it like a foam earplug(I hate those too!), on removal it was stuck. Luckily I was at home and had tweezers and a mirror near by.
I **used** to like them, until I discovered the wonderful world of silicon tips(thanks to the Skullcandy Ink'd-who ever said those were all bad!
). Even as awful as the Ink'd is supposed to be, the tips never come off or even fall off. Which is something I have read in reviews of them, the ear tips come off. As long as you make sure silicon tips of any kind are relatively clean and securely attached, they should be fine.
OTOH, what I noticed with the marshmallow foams is they start to degrade over time. As that happens, they get mushy and do not stay on the stem as well.
So, in summation I'd say: Steer clear of foam tips, they blow big time. If you want a cheap replacement that won't get left in your ear, look at the "JVC Air Cushion" earphones. They come with three sizes of silicon tips. Silicon tips are much, much better.