We have just stared using in-ear monitors in a music theater environment. We use Shure earphones. Is it just inherent to in-ear monitors that you get the "echo-like" sound of your own voice (i.e. like putting you fingers in your ears and singing) or is there any particular/mix/effect etc. to get a more "normal" sound to your own voice?* Yes, it is normal. Your voice is brought to your ear by two paths: the in-ear monitors, and bone conduction. These two paths are not perfectly "in-sync" and thus the aural effect you experienced.
*Try placing a mic over the stage or audience, and mixing that signal into the in-ear mix for ambience. This can overcome some of the bone conduction effect.