Pros: Everything (for an IEM)
Cons: Nothing yet (for an IEM), except the price
So when I got my HD800, they were so good from the first hour with every song and genre, when compared to other top tier flagship headphones, that I wrote a quick review to give them a no brainer five stars and then filled that review in slowly. Same deal here. These are getting close to the resolution, spatials and sound quality of a good full sized headphone. Not quite there yet -- for example, they're not as detailed, e.g., as my HD800 driven by a Burson Conductor ES9018, and they're similarly noticeably deficient in other respects when compared to a proper full sized -- but they're better than other high end IEMs in this respect, such as the Shure SE846 and IE800. I'll add more to this later, but basically right now every dimension of sound is better with these. Detail, spatials, treble (although these have a warmer sound signature than those other two), mids, bass (the SE846 has good sub-bass, but the Roxanne's bass is better defined; yes, there's detail in bass), balance between the frequencies, everything . . .
On comfort, they are definitely big (maybe twice the size of the SE846 in terms of volume? and much much bigger than the IE800) but I am having no problems whatsoever fitting them and so on. They're like the SE846 in that respect (but not as good as the IE800, which are super easy to pop in and out).
Edit1: They're clearly "warm" on the frequency scale, sort of like an Audeze LCD2. So if you want a bright headphone you may not like these. This is true even if you turn the bass all the way down (which you do via two screws on the line, one for the left ear and the other for the right ear). If I were designing them, I would have moved them a tad bit up on the frequency chart, but I can't criticize JH for that decision since you can't please everyone on the warm/neutral/bright debate. Note this is very slightly exacerbated if you move from the rubber/silicone type tips to the comply foam tips, which create a super air-tight seal and thus magnify the bass (and consequently cause you to perceive less treble).
Edit2: If you like the fact that IEMs put the music right in your head, and you don't like the way full-sized headphones create some imagined distance between you and the sound, then you won't like these. It occurs to me that some people might like that closed in feel of a traditional IEM. It's a little odd listening to an IEM that presents music in this way.