Well, I contacted Klipsch about 3-4 weeks ago when I first bought these about getting a set of the double flange. The person I was in contact with said Klipsch would send me a pair of the double flange they make to see if they have a better fit. That person told me he had sent a message to shipping to have a pair of these sent to me, but I'm guessing either that didn't happen, shipping screwed up, or it may have become lost in the mail. Overall I'm not impressed at all with the customer service. And I'm not paying for a set of tips I believe should have been included with the S4's. If Klipsch sold them by the pair, I would have bought them. I don't need 4 pairs of the same size. That doesn't make sense to me.
As for buying replacement tips, I know people on eBay sell many popular types of replacements. Take for example Shure's. Only problem is they only come in packs of 10, or 5 pairs. What I do is contact the seller and ask if they can sell me one pair. So far every one I have asked has sold me one pair for a very reasonable price.