For what it's worth I have several custom molds, which I bought after lots of experimentation with tips purchased from Etymotic, Shure, and Comply. (Since that time Westone's introduced their Star Tips which I think are pretty recommendable.)
My favorite are from
ACS Custom, which are a half-shell design in medium-firm silicone with a fairly short bore between the end of the ER-4 and the outlet of the earpiece. They protrude more than a fully-inserted ER-4, but it's really not enough to be publicly embarrassing at all. I have this one in both clear and black, and the two colors seem equally firm and I don't hear a sonic difference between them.
I have three sets from Westone, who offer a range of materials. All my Westones are full-shell designs with a somewhat longer bore than the ACS molds, and they protrude more than the ACS sleeves.
The best of my Westones is in their "water clear" silicone which is somewhat firmer than ACS' silicone. It's somewhat hard to insert and remove, but has the best isolation of any of my customs, and maybe a hair better fidelity than the ACS but I'm not sure. I have another Westone in water clear but with their slightly roughed up finish: it's a whole lot easier to insert, but it doesn't seal quite as well. And I have one in their soft silicone, which I really wouldn't recommend unless you actually like having a portion of your treble energy being absorbed by the sound bore walls instead of going into your ear. But it's fine from a comfort and isolation perspective.
Of the non-custom tips, my current favorite are the
Westone Star Tips, which I find pretty comfortable although not nearly as much so as the custom tips.