A good place to start when choosing the best in-ear monitors for you is deciding if you want to go with wired or wireless IEMs. Your answer will depend on what instrument you play. For drummers, in their (usually) static positions, it can often make sense to have that pure, wired sound as this provides no risk of audio dropout or interference.
Singers, guitarists, keyboard players and anyone else front of stage however would benefit from a wireless solution. These comprise a transmitter device, into which you plug the output from the mixing desk, and a receiver pack which takes a radio signal from the transmitter and feeds it into the monitors themselves. From here you can then decide if you want a full-band mix in your monitors, or selected parts of it.