I used my Sleek Audio SA6 last time on a trip back to China..wasn't too bad in terms of pressure since the tips on the SA6 feel like a gift from jesus.
The MC5 suggested above is a great pair for starting out, but as ilya said..it's best to find a friend who has triple flange IEMs first to try it out, since triple flange is NOT for everyone

. Foam is a great alternative but tends to alter the sound signature (doesn't matter for most people though

).
Also...I forget to mention but you can definitely check out the Fischer Audio DBA-02 or Brainwavz B2 (same OEM design). They are relatively deep inserting with double flange tips that are fairly comfortable.
If you're open to using headphones though...my first recommendation would be the HD280 from sennheiser. DAT ISOLATION is one of the best I have heard in full size cans.