I have a certain limit to how forward I would want my midrange. By all accounts the SM3 sounds great but no one has offered a SM3 to loan but that's fine with me as I have plenty of stuff to enjoy :) You definitely should have tried all your sources but too late now.
It's a good thing you have a pico slim. IMO the RE262 needs an amp since the 150 ohms makes whatever amp it is being powered by have to work quite a bit harder than your typical earphones that are usually 16 or 32 ohms or most are under 50 or so ohms. Joker has been telling me his battery life with the RE262 connected to a J3 is horrible and around 7 hours. That's the reason I don't use it portable although I imagine it wouldn't be much of an issue with my HM601.
Haha yeah, I only had 2 days with them, and half of the time I was at work, so I tried my best with what I could do. This time of year is a bit rushed as people are going on vacation and such. Unamped the RE-262 drains life like mad and it sounds only decent, it just needs more power. However, I do find that having an LOD in the Fuze also kills the battery life, I'm finding it more and more that I got to keep charging it. Either that or I need a new battery.
Overall, I think the SM3 are great, but part of it is all hype (like anything else here on head-fi), I was expecting to be blown away from what I've read but found myself saying "well, they sure are different" and can see why people liked them. I think I was more "impressed" by the RE-262, again, being hyped up by having the past line ups. Sadly, I have them on loan to HeadCred for the christmas holidays :(
If you can hear them great, but you're not missing much, especially since you have customs.