I've owned all 3. The Visang R03 are the best hands-down among those 3 in my opinion.
Caveat - I HATED the PL30. I didn't think they were great at anything, just middle of the road with little detail. But the low impedance caused me to get rid of them stat - I found them to be hiss monsters depending on what source I used them with.
Comparing the R03 and CX500 - the R03 have more bass that extends deeper. The CX500 bass might be slightly more accurate, but not enough to matter. These are very warm IEM's. The R03 has forward, very warm mids. There's not a great amount of detail, they're smooth and rich instead. The only thing I felt the CX500 did slightly better, was treble extension. Overall, the R03 are more fun - with better bass and mids.
As to build quality, I thought the R03 were great - I ended up giving them to a friend as a gift. I was really impressed with the build, and I personally loved the cable. The CX500's I've had for 2 years as knock-around iem's, and while the working portions of it have held up - one of the "R/L"disks randomly fell out last Christmas. That only affects the aesthetics however.
If you end up getting the R03 - I recommend getting them from mp4nation.net. They've rebranded them the Brainwavz M2 (exactly the same, though) - and they're currently on sale for $49.50. Their shipping is often very slow (coming from China), but they have good customer service.