Hi,
I have been using the Sennheiser IEM for about 15 months and, like Mattheus, use Sony Walkman ear buds, which cost about 30 pounds here in the UK. I love the clarity of sound you get and the ability to get your own mix, but...
...on-stage communication is a little more difficult, as I am somewhat isolated from the rest of the band. I play in a function band that plays for weddings, anniversaries, company functions and the like. Our main job is to get people dancing, so quite often we, particularly the singer, have to think on our feet in order to get people onto theirs!! The problems arise when the singer calls for a different song than we have written on the Set List. I can miss this call as he obviously makes the call off-mic. You learn to be a pretty good lip reader!!
Just something else to consider before you take the plunge into IEM, but that aside, it is worth the expense for the clarity and the protection of your hearing.
Cheers
Rob