I'd recommend the Shures if you still deign to buy them. I've had them for about four years so far and love them.
As for loud in-ear music, I listen to my music at about 40% volume most of the time, unless it's pianissimo classical where I have turn up the volume to hear it AT ALL, or a passage I really like that I just want to immerse myself in, so it's definitely the behavior of the user rather than the headphones themselves. And I spend a lot of time on the Boston subway. You might see me on the Green Line B lipsynching.