I have both the JBL 220's and the Shure SE110's. I prefer the SE110's because they have a little less bass and seem to be just over all more crisp. The bass in the 220's seems a bit bloated and over exaggerated, which isn't really my thing. They also sound less 'full' in comparison to the SE110s, almost like you're hearing them through a tunnel.
If you're unsatisfied with the bass on the SE110's (which can be a problem), and the price is low enough that you can try out the 220's without having to worry about them (you can always return them, right?), I'd say go for it. Otherwise, I'd stick with the SE110's.
As for the SF3's, I have no idea, so I can't help you there, but from what I've heard they're better than the 220's as well.
(I just did a quick comparison to the 220's and the SE110's just using the headphones out on my ipod, and I have to say that the KSC75 beats them both, but it isn't an IEM, so I guess it's kind of an unfair comparison.)
