Having been the proud owner of my ER-6s for only a few weeks, take my opinions with that in mind. I have, however, tried a lot of earbuds for my iPod, including the new Apple In-Ear buds, the Sony EX-71, the Bang & Olufsen A8, The Sony E888, the Shure E3C, and now the Etymotic ER-6, so I do have some experience with both in-ear and normal earbuds.
As far as cleaning, I haven't had a problem, but I do keep my ears pretty clean. The silicon caps are easily removed and cleaned with soap and water if the need arises, but I haven't noticed anything sticking to them so far. I've read the triple-flange caps on the ER-4s tend to turn yellow, and that is remedied by soaking them in Hydrogen Peroxide, but I doubt you will need to do that with the translucent/clear caps with the ER-6.
The filter is to protect the ER-6 internal electronics from earwax, and to shape the sound coming out of them before hitting your eardrums. Since the filters are recessed pretty far back from the tip, I really don't see much chance of earwax getting to them, unless you produce a hell of a lot of earwax. I have read that since these in-ear types of buds do seal off your ear canal, thereby eliminating the normal ventilation that would occur, your inner ear will "heat up" a bit, softening the ear wax and making it a lot easier to move around inside. In my opinion, the only way this would become a problem is if you wore them to bed, and fell asleep, and during the night this softer wax might find it's way into the earbuds, especially if your head is on the side. I have noticed after wearing these for several hours, that my inner ear feels warm, and I attribute that to lack of ventilation. But so far, I have noticed no wax entering the earbuds, and I have slept in them. The filters look the same as the replacement ones provided. I guess if you were concerned, you could change them every 3-6 months just to be safe. However, in order to remove the installed filters, you use the included removal tool, which drills into the filter to pull it out, which effectively destroys the filter. You won't be able to reuse the filters once removed, but they aren't expensive. I don't plan to order any replacement filters until I change the current ones, since they include 2 spare filters.
The ER-6 requires you to insert them deeper than other in-ear buds I've tried, in order to get a good seal. I was able to get a proper seal (moistening the tips helps), but found that my ear itched after wearing them for more than 20 minutes, so I was constantly taking them out and having to reinsert them. Then I tried the included foam tips. They don't look as nice as the silicon caps, but for me they isolate so much better and are orders of magnitude more comfortable... not that the silicon tips are uncomfortable, it's just that I prefer the feel of the foam tips. The foam tips included are medium, but you can order replacements in any size from Etymotic's website.
I sent the Shure E3Cs back for a refund, not because I disliked the way they sounded, but because I didn't like the way they fit my ears. I never tried them with the foam tips, but given my experience with foam tips on the Etymotics, I wish I had given them a chance with the E3C.
In order of comfort, ER6, best, next E3s, then E2s. Bear in mind very little difference from best to worst! Cleaning hasn't been a problem. All fit just fine with the silicone tips. My 2 cents....... Even if it is off the subject.