Pros: Amazing soundstage, incredible detail, deep impactful bass, very comfortable even for long periods, easy to drive, sound good even at low volume!
After reading glowing reviews of both of these in ear monitors I was still unable to decide which one would be right for me so I bought both, first the Shure and a few weeks later the Sennheiser. I already own the JH Audio 16 Pro, Ultimate Ears Triple.fi 10 Pro, HiFi Man HE-500, Sennheiser HD 650, Shure SRH940 among others. My music files are all in FLAC format and I play them through an Astell & Kern AK120 and also used a Samsung Galaxy S4 for comparison purposes. To boost the signal for some of my headphones I use an ALO Rx Mk2, a Schitt Lyr, and a JDS Labs O2 headphone amplifier.
I begin this review with the following disclaimer, since we all have different tastes in music and how we like it to sound, there is no universal "right" way for all music and sound gear to sound. I will try to convey how I like my music to sound and why I preferred one of these fine IEM's over the other though they are both excellent in their own right. I used to work in a recording studio in NY where I was taught that it was our job to capture the sound from the room behind the glass or auditorium as if it was a picture. Get as much detail as you possibly can without altering the overall sound signature while eliminating as many artifacts as possible that could distort or mask some of what we are attempting to preserve. So, I prefer my music to sound as close to "being there" as possible, I want to hear everything that was on the original recording with nothing added and nothing taken away. This of course is a difficult goal to achieve as there are always sonic imperfections inherent in music reproduction so we all make compromises when purchasing gear.
The standout area for the IE800 is what I call the "presence" area - that part of the lower treble that makes voices and some instruments sound more (or less) "alive". Being a vented, open-back design, the IE800 have a wider more convincing soundstage than the SE846. They have 2 vents, one is for the sound and the second one is to equalize the air between the eardrum and the outer ear, so the pressure goes away after you insert them. Although they are open backed in-ear headphones, don’t worry as the people around you can’t hear what you hear due to the small size of the vents. Yet, it is their unconventional single dynamic driver design coupled with their vented ceramic non-resonant enclosures that gives them their remarkably spacious soundstage especially for an in-ear model. They are breathtakingly clean with deep, extended, punchy bass response which never impinges on or overrides the rest of the music which to me is amazing. On the high end, the treble sparkles with clarity and incredible detail without a trace of stridency or harshness. That said, the mids, one of the strongest points of this headphone, are excellent and all the instruments and voices have a good, natural and well textured presentation which surprised me given how deep the bass presentation can be when it is present in the original source material. Up until I listened to the IE 800's, I felt that the HE-500 Planar magnetic headphones from HiFiMan coupled to the Schitt Lyr headphone amp had the widest, most realistic soundstage I had ever heard - not so anymore!
Contrasting the IE 800 with the Shure SE846, I found their bass to be somewhat exaggerated especially in the mid-bass region which in my opinion overwhelmed the midrange at times. They reminded me of the Ultrasone PRO 900 S-Logic Surround Sound Professional Headphones that I used to own but sold because although they had powerful bass, it came at the expense of the upper midrange. The other area where I really found the Shure's to be lacking was in the treble, especially in upper end. Compared to the Sennheiser's they sounded veiled or muffled however, before I actually had the Sennheiser's, I didn't realize how much the Shure were lacking. As I already own and frequently use the JH Audio 16 Pro IEM's, I compared them to the Shure and there too, the Shure came up short. The JH-16 Pro, also a multi-armature IEM blew them away for just a few hundred dollars more however, both have that "congested" IEM sound when compared to an open backed planar headphone like the HE-500. The JH-16 Pro's have a more extended treble with far more detail and transparency and when it comes to the bass, the Shure IEM's seemed to overwhelm the midrange while the JH 16's have deep extended bass that does not mask or in any way obscure any other portion of the music. The only negative to buying custom IEM's is that they are yours forever as they will only fit your ears so you can't ever sell them if you decide you no longer want them - something to consider.
What truly amazed me about the Sennheiser IE 800's was the openness, the spaciousness of their soundstage, coupled with the speed and detail they amply provide. They can even compete with the HE-500 amplified by the Lyr with custom pure silver cables and that to me was amazing. They have a low impedance of 16 Ohms across their frequency range and are very efficient so they can easily be driven by any portable devices and don't require amplification to sound great. What these IEM's coupled to a good digital audio player (DAP) provide is an amazing high end sound system that you can fit in your pocket. Although they work very well with phones and other mobile devices they really shine when coupled with a high quality DAP so if you really want to hear all that the IE 800 have to offer, use a good DAP or DAC and play lossless files otherwise save your money and buy something like the UE Triple.fi 10 Pro for half the price.
The comfort of the IE 800 is really good and superior to the Shure. The IE 800s are super small, incredibly lightweight and the least intrusive of any IEM's I have used. I can literally keep them in my ears for hours without any discomfort in fact, I sometimes forget they are in there! Another quality of the IE 800 that I really appreciate is that they sound great even at lower volume levels which for me was a big surprise. Typically, I tend to enjoy listening to music at higher volumes because it just seems to sound better that way. The reason for this is that we perceive different frequencies, especially the deep bass and treble at higher loudness levels then we do midrange frequencies, which was first discovered by Fletcher and Munson in 1933. This is commonly referred to as the Fletcher–Munson equal-loudness contour which means that a listener perceives a constant loudness when presented with pure steady tones at different dB levels across the frequency response. Sennheiser designed the frequency response of these IEM's to compensate for this and therefore, they sound good even at lower volume levels which is a big plus.
I really thought of finding some cons to these headphones but other than the price I couldn’t find anything. The non detachable cables are not an issue for me as they are very well made and appear to be quite sturdy. They are more microphonic than the Shure cables however I position the IE 800's with the cord up so I can wrap it over my ears cancelling out their microphonic tendencies. Given the very small size of the earpieces and the fact that they are solid ceramic, it would be nearly impossible to install removable cables without increasing their size and weight as well as altering their sonic character. BTW, I would suggest buying these from an authorized dealer so that your warranty is valid given what they cost.
All in all, the Sennheiser IE 800's, connected directly to my AK120 are now my favorite headphone/IEM's, they're smaller, lighter, more comfortable to wear for extended periods of time and if I had listened to them before purchasing the HiFiMan HE-500 and the Schitt Lyr, I would be $1200 richer!