Sometimes the discomfort is just a matter of getting used to them. Sometimes they're uncomfortable because you're using the wrong size/type of tips or pushing them in too far. Or maybe you just have really sensitive ears. I found them uncomfortable at first but after getting used to them I really started to like them.
I know people have their preferences but I would like to see some evidence to back up the claim that buds are evil and will destroy your hearing, especially since I often wear them 5+ hours a day at work.