I have listened to many different in ear monitors for live playing, but the Akoustyx in ear monitors may be the most comfortable off the shelf in ears yet. All in ears will come with a variety of tips to fit into your ears, but the Akoustyx have a silicon mold that fits around the outside of your ear canal, locking the headphone into place.
In this video I review the Akoustyx R-120 and the Akoustyx R-210. One is a single and the other is a duel driver. So far, I am super impressed with the comfort and sound of these in ears. I would have no problem playing with these live on stage. They sound great and I don't have to worry about them falling out. These are some great IEM's