After reading the whole thread here (yes, that's right!), I gave in and bought the Westone 4R.
I was debating between this and the Shure SE535.
My first impression when I got them was that the next day I will repackage them and send them back. However, I remembered that there is a period of "adaptation", so I gave it a few days. I've experimented with all kind of tips, and settled on red StarTip for the left ear and grey StarTip for the right. This gives me the best comfort, isolation, and sound balance.
After listening a few days, I went back to my previous IEM's (Klipsch Image X10, Shure SE215) and they sounded terrible in comparison! The Klipsch X10 is actually not bad, however, not in the same league by a long shot.
Now, after a couple of weeks of continues listening and tuning, I don't think I could ever go back! I'm not sorry at all for the "spur of the moment" purchase.
Thank you all for your comments in this thread, they helped a lot!