I don't have the se110s, but another model. I've never bothered with wearing them the way it's suggested. Sounds fine, stays in my ears...no problem.
I have the Bose in ears also. I wear them in the quiet indoors.
So i currently have a pair of bose in ear headphones for my iPod and while i do think the sound is good, i still can hear a lot of outside noise andi feel its kind of ruining that fantastic sound. Now I've heard great things about the shure se 110's but my question is do you have to wear them upside down (compared to regular earbuds) so that the cable has to go behind your ear, or can i wear them like regular ipod earbuds ?