Personally I have never got my IEM's to sound close to my FOH and practically you can't. I have come to accept that the sound is compromised for many reasons.
However, the bigger issue for me is the osolation from IEM's...which means I go with my best intentions and then start pulling them out mid gig...Yep I know, stupid. Tried ambient mikes etc but can't get the same feeling with them even with a good band mix.
I know a couple guys that pull at least one ear out for this reason.
*For me* - I'll take the tradeoff to keep my hearing as long as possible.