In-Ear models can range from shallow earbuds to custom-molded earphones that fit deeply into the ear canal.
The comfort and sound quality (particularly the bass response) of universal-fit models are critically dependent on getting a good fit and seal. That's why they usually come with a number of different sized tips. Try them all! You'll know which sound best to you.
Some folks find the perfect fit is difficult to obtain. Everyone's ear canals are different. If you have trouble, try out some Comply brand foam tips. They compress and expand to fill your ear canal, providing great comfort and isolation.
But hey, please don't use isolating in-ear headphones in places where you should be able to hear your surroundings for safety (like while running or biking on the street). Thanks.