I was a big fan of the previous version of these, the CX 680. Unfortunately, I don't think the CX 685 are better, I would actually say it's a downgrade.
On first impressions, the new adjustable ear fins are not as comfortable as the changeable rubber fins of the previous model, it is going to take a while to adjust to them. I have no doubt they will stay in the ear whilst exercising, the CX 680 was brilliant for that, it's just that you are constantly aware of them.
My biggest disappointment is the sound quality. I don't think the sound is as wholesome as the CX 680 at all, the bass is certainly not as tight as I would expect from Sennheiser, and the mid-range seems almost wooly. Don't get me wrong, the sound is better than most exercise earphones, but I know there is better out there.
I would personally look to Sound Magic for exercise use, I am wishing that I had chosen the E30s again. They are fantastic, and they never came out whilst exercising and the sound is noticeably better than these CX 685!