But to speak to the question "am I missing out?", the main difference between the stock Apple 'phones and the Sennheisers and Klipschs that I listed above are that the Apple 'phones don't create the same seal with your ear that the other two do. Some people find that they don't like how far you have to stick these other buds in your ears, but they only really work with a tight seal. It will really all come down to comfort, which is subjective, and it's not easy to test fit these very personal products.
Bottom line, if you are happy, I'd probably leave it, but if you are looking for a change go with the brands listed above... they won't break the bank.
"Learn as if you were to live forever; live as if you were to die tomorrow."