Okay, let's go straight in the review!
The Shure SRH 940 is my first closed headphones and I am both intrigued and disappointed at the same time.
Packaging
It comes with an awesome carrying case along with generous contents - extra pads and two replaceable cables (coiled and straight). I wish other audio manufacturers (cough.. Beyer.. cough) would be as generous as the folks at Shure.
Comfort
Hmm, this part is a little hard. They are comfortable if you're using it for a short period of time. Longer than 20 minutes and you'll feel the headband pushing into your skull. It's quite annoying but I can live with that.
Durability
I find no issues with their build. They feel really solid in my hands. I was a bit concerned with the swivels but I don't think that will be an issue. No cable sticking out the sides = Awesome design.
Sound Quality
As usual, Shure is still king of the mids. Let's keep it short shall we?
Detail - Astounding
Soundstage - Perfect (for a closed headphone)
Highs - Perfect
Mids - Perfect
Lows - Somewhere between terrible and okay.
Colouration - Somewhere between neutral and coloured
Now it's time for some elaboration. First day of purchase, I'm very happy. I listened to all the tracks and I loved its detail. There is some hype about its sound signature similar to the HD800. I see where they're coming from - it's the level of detail. On a serious note though, the HD800 sounds completely different. On the third day, I was listening to some pop and then something's a bit missing but I can't pinpoint it. Listened to the DT880 then the SRH 940. About ten times of trial, I found out that it's missing some bass. The SRH 940 extends well deep but lacks that ... bass. Not that it doesn't hit, but without that particular bass it sounds almost lifeless on some songs. I rate the bass below neutral.
Conclusion
Would I recommend these cans? No, not at all especially at its price point.
I'm not a basshead but cans with lows below neutral is completely unacceptable to me. When listening to full sized orchestras, the timpanis almost disappear (that is crucial and I can't listen to orchestras without timpanis - holy cows!). Imagine this - a supermodel with a single missing front tooth, an exam you did well but missed that one question worth 10 marks. Yeah you know what I mean now. I returned the cans within the week I bought them. YMMV
Have a great day everyone! 



@Brooko About the timbre of strings, it's a bit like the DT880 in a way and it certainly doesn't come close to the HD600s.
@kiteki Nope, in fact I haven't heard any headphones made by Sony.