+1 to the op. These are quick impressions and they may change. I don't believe IEM require burn-in based on my previous experiences.
I just got my Westone 3 today. Spent around 5 hours with them. Sources were iphone (lossless and Pandora radio) and Stello Sig DAC to EF1 (lossless). No hiss or hum problem with the EF1. I tried my little dot I+, but it had hum and also acted funny. Don't recommend it. The Westone 3 sounds good out of the iphone. Using a better source and amp does not remove the main flaw of the Westone 3, nor does it drastically improve the Westone 3.
I tried out a bunch of the tips. My favorite would have to be the medium thin-sized foam one. Roll them up, use your opposite hand to lift up your ear and lightly twist the armature into your ear canal. Great fit and comfortable. The tips do make quite a difference.
The Westone 3 excels at what they should.
They are very much like the UM2s, but improved. Greater soundstage (surprised me a bit), more finesse, and balance. The problem with the UM2, IMO, was that the lows and mids seem to blend together, some vocals would sound really smushy. They would carry too much weight. The soundstage was a bit narrow as well.
As for the sound signature. I would compare the Westone 3 to the Senn HD650 (underpowered).
A bit on the bassy side.
Veiled - Yes, this is the flaw.
The Westone 3 are not what I would called detailed in terms of clarity. They are detailed in terms of overall presentation. You'll be able to outline the music pretty good, but you can't really "see" into it. Maybe this is just something that IEM can't do. UE10... maybe?
I would rank the ESW10JPN a few steps above the Westone 3 in terms of sound quality and preference. I think I may actually be a detail freak after being a long time senn fan. If you like the 650 traits, then chances are you'd like the Westone 3. But if you do not need isolation and ultraportability, I don't see the need to get IEMs. I will be using these for isolation (commuting, reading, etc) and ultraportability (jogging, etc). I'll be getting the UM56 in a few weeks.
I'll also be comparing them to the SE530 when my Pico arrives. I'll try out the P51 as well. I think I may actually prefer the SE530, but the whole case cracking and wire issues... :| . The build quality of the Westone 3 is good, they are very comfortable, and the wire is hassle free.
I actually have no intentions of amping the Westone 3 on the go. The Pico is for my work rig. The P51 is a present. I don't believe in carrying all that baggage for portable audiophile goodness. I learned years ago that a portable rig will pale in comparison to a cost equivalent desktop rig or speaker setup. You'll be setting yourself up for disappointment if you think otherwise, based on my experience, of course. I'm going for simplicity and convenience. The iphone + Westone 3 does the trick.
All in all, the Westone 3 are easily worth the $300 I paid considering that I'll be using them for what they were designed and suited for. They are a good step up from the UM2. I don't think they are as special as people seem to be hyping them up to be. A lot of it sounds like marketing talk to get sales. You will not be getting full-sized headphone sound from these IEM, but it's almost there. The sound stage is still 2D like (not so much depth, but a decent amount of width). Plus, the veil flaw... The ESW10 on the other hand, for being a portable phone, gives you full sized headphone sound that can compete with the main stream full sized $300-600 phones. They also scale very well unlike the Westone 3. As I've said in the beginning, these are my initial impressions. 5 hours isn't a lot of time.