Longtime lurker, first time posting, since this is an issue that is of concern to me. Just wanted to share some of my own thoughts/testing with solving this issue, and hope some people could give the same.
I have owned the W3s since mid December, and I too have had issues with sibilance. I had owned and been using the UM1s, and had spent extensive time with UM2s and loved the 'westone sound', so for me at least it wasn't simply not being used to the signature of westone drivers.
I have tried all the various tips, and while the long complys and triflanges did seem to slightly lessen the sibliance, (and shure black foams enhance it), I have fairly short ear canals, so wearing the longer tips for more than 30 minutes just isn't bearable. I continue to use short foam tips, since I get the best seal/comfort with them.
I don't know if anyone else has experimented with this, but from my testing, the sibilance was much harsher with lower quality (128-160kbps mp3s) songs than on higher quality (256-320kbps). I never tested different bitrates for the same song however, so this is nothing definate by any means.
In addition, I switched between a few sources (Nokia N81, laptop, Sony mp3player), and I did notice a slight difference (N81 more sibliance than either of the other two). I suppose it could just be that the sound drivers for my N81 are more sensitive than the other two, but I consider myself to have a pretty good ear, and other than the sibilance I did not notice any other changes in the quality of the music.
Obviously, different people have different ears, and clearly some of us are more sensitive in higher registers, and something with how the W3s reproduce sound doesn't work optimally for our ears.
In the end, I just resorted to tweaking the EQ slightly so that the highs and sibilance aren't as loud. In my opinion, the Westone cables and monitors are by far the most comfortable out there, and all other aspects of the W3s sound is amazing, so I can bear having to work around the sibilance.