Well after another day of experimentation I have to say I have never come across an IEM so sensitive to what type of tip is used. Most others I have tried undergo subtle differences when different tips are used, but the with the ER4S they can make or break the sound. Definitely for me, the stock standard grey foamies are by far the best - to my ears they deliver the sort of balanced and coherent sound I was expecting (hoping) and the fit is suffiently secure that I do not have to worry about them dislodging (but strangely I can never insert the right side quite as deep as the left - by about 1mm - 2mm - so I think I am missing out a bit on the absolute full potential).
I did try the glider tips - they deliver a completely different sound signature but not a pleasant one to my ears - if I had heard them only with this tip I wouldn't like this IEM terribly much. But with those tips, it is impossible to insert deeply and they tend to work more by gripping onto the outer ear canal rather than putting pressure deeper within it.
And I did try the Shure Olives. Although they are fantastic with my SE215 that I use for computer gaming, they do not work well with the ER4S. They completely change the sound signature (not to my liking) - too warm, loss of detail, loss of top end, loss of impact and the "timing" goes awry. I guess this has something to do with the material used. And I doubt Etymotic had this sound in mind when they created the ER4S, since they would have calibrated it most likely with the tri-flange silicons and grey foamies, as they were the very original tips they came with I believe.
I have ordered some Comply Isolation and Comfort tips, but after the Shure Olive experience I am thinking I have probably wasted my money - I suspect to my ears only the Etymotic brand foamies are going to deliver a consistent and good sound to me, though I will of course try them. But they will still work with my SE215 anyway.
The problem with the original Etymotic foamies is that they do irritate my ear canal a little and even though you roll them flat before insertion, you still need that twisting motion to ensure the IEM is inserted deeply enough. It isn't a horrible irritation but a bit like the equivalent of mild abrasion - still, something I would rather be without. My ear canals are sensitive enough as it is and I have to use musician's ear plugs (custom molded) regularly. These too irritate my ear and with my GP's approval, I use a mild cortisone cream in the ear canal once per week.
Oh the choices - irritate my ear canals with IEMs or make my chronic pain much worse with the weight of a full size headphone
I would still like to try the Musical Fidelity EB50, as I am reading reviews by people who have the ER4S and many if not all are rating them above the Ety. And it does not look like it is a deeply inserting IEM - probably more like a Shure SE series.