I started with Shure E3c's and a Nano. I was happy. Then I found this forum and started reripping and using higher bitrate music files, then I wasn't so happy, so I bought a pocket dock, a decent mini to mini cord, and a tiny headphone amp (Xin Super Micro III). This sounded much better, but I wasn't happy with the bass response with the E3c's anymore.
Then I bought Shure E4c's and now I am very happy again, until that dread day comes when I will have the opportunity to listen to the E500's. Then, I fear, my E4c's will no longer make me happy.
Seriously, the E4c's sound very good coming straight out of the Nano, particularly if you put an apple remote radio in-line between the Nano and the IEM cord. They do benefit significantly from an amp, but do not absolutely need one.
I think the E4c's are a good value. They are so much better than the E3c's that I do not think the E3c's are worth what they cost. I don't have experience with any other IEM's.