er4 vs er6

What's your source? If you have a source that has a good EQ on board, you can get the ER6's to sound almost exactly like the ER4P's by boosting the treble about 6 db, and the bass maybe 2 db. Experiment a little. They both have that distinctive Etymotic signature. If you are using an iPod which is what I use my canalphones exclusively with, the ER4P's will give you a fuller, richer more detailed sound, and are easier to drive with the iPod's 30 mw amp. Don't try to EQ the ER6's with an iPod. It can't be done. :) The ER6's are easier to wear to bed though. All things considered I prefer the ER4P's, but if money is tight, the 6's are a great compromise.
You didn't ask about the Shure E3's, but I find them to be really great sounding phones especially for walking around. They are the easiest to get a quick comfortable fit.
For me though, I always go back to the ER4P's. I've used them for years now and tried everything up to the Shure E5's and everything in between. I even keep a backup pair just in case of catastrophe, like my puppy who ate a pair recently along with an iPod and my Xin supermicro. :(