There's 2 main types of connectors: MMCX and 2 pin (there's 2 version of the 2 pin connector but most of them are the same). 2 pin connectors have cheaper cables (apparently, cuz both cables on aliexpress can be found for ~10 bucks) but the mmcx connector is easier to connect. Both can fail, the pins may break in the 2 pin connector and the mmcx connector can get loose over time.
Personally I have a 2 pin iem and I would say just get any IEM you like, both connections will work fine for you and since 99.9% of IEMs come with these 2 connectors you should be fine