Hi, I'm also new here, but I have tried the S4, CX300, and briefly, the RE400. I'd say they're all very good choices, though I would recommend the S4 to more people.
Klipsch has done a marvelous job on the ear tip design so the comfort and the isolation is superior to CX300 and RE400. They also stayed in my ears better than the CX300.
In terms of sound quality, I would say they are all a pleasure to listen to, CX300 has more emphasis on the base, while the RE400 has the more neutral sound. (But I would say that these were very slight differences for me, and as long as your ears adjusts they will all sound great.)
In terms of build quality, I'd say the CX300 was the worst of the 3, I remember the cables felt pretty cheap. The build quality of the RE400 is quite good, with aluminum body and nice looking cables. The only problems for me were how fragile they seemed: the cable from the jack to the junction (is that what you call it?) is covered in fabric, but from the junction to the earbuds themselves, it was this thin cable that seemed like it would be easily damaged (though I read somewhere that this reduces the cable rubbing noise).
Overall, I prefer the klipsch to the other two. It sounds good, has a decent build quality, and most of all, it fit me very well. Plus, it is cheaper than the RE400, and similar in cost to the CX300. But it would be best if you try some of them before, if you could.