I am using the Stepdance with IEMs - the Westone ES5 - and am very happy with the combination. It is not especially small but I like the form factor and it packs one hell of a punch for its size.
The combo of the Super iMod + Stepdance + ES5 has given me a portable/transportable system that is remarkable smooth and transparent but also weighty and full (all IMHO YMMV as always). It has satisfied my desire to carry a serious music system into any environment. I may visit a friend in Chile for a few weeks later this month and I love that this will be with me...