I've tried a variety of different tips. The best I've found are modified Ety tri-flanges. I mod them by cutting off the top, smallest flange, leaving the last 2 and a bit of stalk protruding from the 2d (now first) flange to cover up the plastic sound tube leading to the driver. The reason for the mod is that the Ety sound tube is longer than the Westone's, and if you leave the flanges as they are, the top flange isn't sitting on anything, and will probably close itself off from the pressure of your ear canal.
The sound is improved - the bass is tamed (somewhat, there's still tons of it), the highs are brought out and extended. The midrange is a bit recessed, but that's more the fault of the UM2's sound signature rather than the tips.
Nick, I think you're going to enjoy them. A whole lot. There isn't a better canalphone out there without going custom, or including the Stax 001, which isn't right for your needs. Also, they really don't stick out at all from your ears - with the modded Ety tips especially, so I don't think you'll have any helmet-induced problems.
HOWEVER!
You should take all my advice with a grain of salt, and experiment with many different types of tips to find out what sounds best for you. Everyone's ears are different, and different people will need different tips to achieve the same seal and sound! The Ety tri-flanges work for a lot of people, but they don't work for everyone.
As far as where to order them from... That depends, really. Headroom -
www.headphone.com - is as reliable as a vendor gets. Try them. I don't know if their prices are the best.
[Edit: one last thing... the UM2 is the type of phone that sounds it's best really loud. They aren't all that detailed, or rather, in order to get at their detail, you have to crank them up. They have a fairly large headstage and a spacious sound, and they do sound a lot like a good pair of full-size headphones, hence, you'll want to turn them up more and more. Do watch the volume - they're also sensitive as all hell, and will play a lot louder on the same gain setting than any other headphone that I've had.]