Lots of questions, I'll try to sum-up as much as possible (with some quick comparisons to the other HE series headphones you've mentioned).
-The HE-4 is lighter than the HE-400, HE-5LE, HE-500, and HE-6.
-The HE-4 is more spacious sounding than the HE-400, HE-400S, HE-400i, HE-5LE, HE-500, and HE-6 (I can't speak for the HE-560).
-The HE-4 has punchier bass than the HE-400S, HE-400i, HE-5LE, HE-500, and HE-6.
-The HE-4 has a very rough treble region that can make or...