bargain-hunting is the order of the day if you're cursed with good ears.
Definitely. Couldn't say it better myself.
Some people really dislike the idea of paying over $5 for earphones.

Don't know the other brands you mention.
Good stay away from them.
These three brands are one of the most popular audio brands in the market.

Bose and Dr. Dre's Beats are the brands everyone say are the best but are nowhere near the quality of Sennheisers, Audio-Technica's, Grado's, Koss, Denon, and Sony's. You can get any of these headphones cheaper than any Bose/Dr. Dre's and will still sound much better than them.

I like over-the-ear headphones for a multitude of reasons, not least of which is that I can more easily hear if a kid is having a meltdown elsewhere in the house.
Don't know if I interpreted this statement correctly but depending on the type of over-the-ear open/closed gives you a different over-the-ear experience. Open lets more air get in the cans and also gives less sound isolation. However, it improves the audio quality due to vibration to the air? (Correct if I'm wrong but it gives better audio quality due to more air in open headphones or something around those lines).
Open headphones may also have better soundstage.

Closed headphones like the new Shure's I'm ordering block out much more sound than open headphones. However sound quality isn't as good as open cans... soundstage might be more limited to closed headphones.

I know that stage musicians get in-ear monitors of the highest quality, and they craft them from actual casts of their ear canals. Expensive, but worth it if you're paid to be onstage and on-key. How do these modern in-ears work? Do they have a selection of ear-canal fit bits, or some sort of flexible super-material that lets them fit any shape of orifice?
I primarily use in-ear monitors when going outside or walking/running. They're really easy to carry around.

I'm probably going to be using my SRH840's for home use.. although it is mid-size and quite portable. I don't know if I should also use it for more mobile activities.

I honestly don't know why musicians use in-ear monitors while performing. Anyone care to explain?

Speaking of ear-canal fits or flexible super-material... check these out:
http://ultimateears.com/products/18-pro

If you're interested in IEM's I really suggest these brands:
Shure, Klipsch, Ultimate Ears, and Sennheiser's IE series. (Maybe Denon too?)