If it were meant purely for music listening, I'd vote for the E4. Since you want to play games and watch movies too, I voted for the Super.Fi 5 Pro. The added bass will be fun for movies and games and the wider soundstage will work better too. Edwood let me borrow his ER4s for extended periods on several occasions (once when I was considering purchasing a pair and again when I did my big IEM review last summer) and found them to be quite harsh. After auditioning my E4 Ed came to the same conclusion and ended up getting the E4. The ER4p is a different animal. It's polite and enjoyable for mellow music, but I really don't think they'll work well for movies and games.
All of them isolate well, but the E4 and the ER4 will offer more isolation than the 5 Pro. Unless you're going to be in a very noisy environment I don't think this will really be an issue though. Isolation on even the Super.Fi is far superior to any closed headphone I've ever tried.
I find the E4 and Super.Fi fairly equal in comfort, but YMMV. For my ears and with the tips that I use I find that the Super.Fi will occasionally make the openings of my ear canals slightly uncomfortable, while the E4 will occasionally cause the backs of my ears (where the wire rests) to be slightly uncomfortable. I am very sensitive to this though, and most people would probably not be bothered by either one. Probably because the ER4 is designed to be worn straight down rather than over the ear, I tend to find them relatively uncomfortable. Again, YMMV... Some people find the Etymotics very comfortable.