The obligatory
1) Make sure your ears are nice and clean beforehand using a hydrogen Peroxied ear cleaning solution and bulb available from your local drug store.
Then a few others:
Fitting the Etys - A lot of folks use the lick and stick method, this is not always required (depending on the size of your ears). I personally find I get better results most times with the Etys dry but YMMV. I find one of the most important things is of course getting a good seal, bass will suffer tremendously without a good seal. It is NOT necessary to go drilling for oil in your ear to get a good seal. When I first got mine, I thought that the deeper the better, which caused me a lot of unecessary pain and really didn't help the seal. (It also gave me some serious ringing in the ears since I had them shoved so deep). I actually find I get the best seal when they are part way in, not when they are shoved in too deeply. If you're causing yourself pain, you're doiing it wrong. My ears are also rather different in the degree of difficulty I have sealing the silicon tips. The left is beautifully sized for the tri-tips, instant seal first shot every time, while the right is just a bit bigger and requires some more effort most times to get them to seal well. I would use a sound at a known volume to figure out how well your ears are sealed. Personally I use the sound of rubbing my thumb and forefinger together right by my ear to judge how good the seal is. Many times when I THINK I have a good seal and it appears to be air-tight, I can hear significant differences in the volumes of external sounds between my right and left ears. For me, the sound of the tumb and finger completely disappears when I have the seal right so that is my benchmark. Cleaning is always important since it makes a real difference in the seal quality you will get. I clean my Etys with soap and water daily and also from time to time give them a bath in hydrogen peroxide.