What is your budget? There are a ton of them out there. Very easy to get lost at
www.head-fi.org and go to the forum topic
Portable Headphones, Earphones and Inner Ear Monitors There are many topic headings about "best IEM for (various) price ranges" so do a search.
$100-range....Westone 1, Etymotic HF5, Klipsch S4
$200 range...Westone UM2, Etymotic ER4P, Shure SL4, Shure SE310
$300-400 range...Ultimate Ears Triple Fi 10 Pro, Shure SE530, Westone 3, Westone UM3X, Sennheiser IE7 and IE8
There's comfort and there's the type of sound you like. I have had most of the above at one time or another. My current favorites are probably the Westone UM3X and the Shure SE530. Truly amazing sound and very efficient. No amp required.