The Shure's come with various types of in-ear modules to hold the things in place (there's probably a better term for them). The best sound I've found is from the squishy foam ones. Only drawback is they may be noisier if you are doing anything active. I've noticed just in moving around the noise of the very soft foam moving around in my ear is quite distracting. This may be a problem running. They's also probably absorb sweat to some extent, but don't know if your sweat really reaches that far into your ears. Needless to say, I ain't running with mine. There are numerous options for those fittings so I'm sure you'll be able to find one that's suitable. The others are rubber, so sweat would not be an issue...it would be more a matter of comfort and whether they seal well in your ear canal (necessary for best bass performance). I have the e4C and it sounds good to me. Nothing really stunning about it though...I prefer the sound of my bigger Sony cans, but don't like the bulk. Have not heard the e2C or e3c. Plenty of input and shootouts at the Head-Fi site.
Marco
Marco