Hi Audiodude,
Comfort really depends on the size and shape of your ear canal. No one else can tell you what is comfortable and what is not because no one else has your ears. Your left and right ears might also differ enough that you might find yourself using different eartips on each ear. Personally, the medium Sony is most comfortable for me and I use it on CX300 as well as Ultimate Ears Super.fi and audio-technica CK-32. For you, I would recommend trying the audio-technica medium size because it has thinner walls despite the outer diameter being the same as the Sony and Sennheiser mediums. This should give you an extra bit of "comfort." I don't like them because they are too soft and are not efficient in transmitting bass into my ears, but that is for MY ears, not yours. They may be the ticket for you though.
As for seal and isolation... none of these earphones with dynamic-type drivers can give you true isolation. Dynamic drivers need a vent behind them, like a port on speaker cabinets, to compensate for the volume of air that moves inside their housings when the speaker moves in and out. Outside sound will travel into the ventilation holes and transmit through the driver's diaphragm into your ear canals. Without the ventilation, they will be very inefficient and will not produce a proper sound because the volume of air behind the drivers cannot move, thereby preventing the driver itself to move the way it was designed to. Yes, the eartips go into your ears and seal off your ear canal, but the drivers and the ventilation holes behind them allow sound to enter your ear canal, as well as allowing your music to leak out into the train you ride. So if you are looking for isolation, you should consider getting an earphone with armature-type drivers such as the Etymotics,Westones and Shures (excluding E2c), which do not need the ventilation and therefore isolate you from outside noise almost as much as a dedicated earplug. A note to consider though if you decide to stay with dynamic drivers: different manufacturers have different takes on the way they design the ventilation on their dynamic-type earphones. Sony has many, many vents, therefore offer isolation on the poor side of the scale. CX300 is little better in that respect. Look for the ventilation on your CX300s, it is a very smart design actually. Instead of making visible holes, they left a gap between the aluminum ring and the plastic dome, and placed the vents in there. Some audio-technicas and Panasonics have very very very small vent holes. For example the ATH-CK32 has only 1 pin-sized hole, yet is more efficient than Sony MDR-EX71. They designed them this way to obey a Japanese train-riding etiquette (to keep your music to yourself).