Closed full-size headphones don't really compare to closed IEMs for isolation/sound leak. IEMs make less noise, so there's less noise to block, and they fill your actual ear canal, meaning there's less of an area for the phones to block.
IEMs don't need to be uncomfortable either, it's all about whether the model you buy fits your ear. If it doesn't, you can return them. I've heard the Audeo PFE 012 are a nice buy and they're comfy due the casing not actually touching the ear.
Sennheiser HD-25-1 II's have pretty good isolation (with the leather cups), less so if you have big ears. AKG K518's are pretty good also for $50 with great isolation.
Basically, get IEMs if you need top of the range isolation and portability.
Get headphones if you need a higher price/sound quality with adequate isolation ratio.