Well, I received my SRH940s yesterday.. along with my E7 and E9 DAC/amp combo..
I listened for a while to various music tracks.. plenty of female vocals, folk music, some banjo music and some rock.
They sounded good.. but I noticed that the rock didn't sound as "full" as the SRH840s until I cranked the volume up on my PC to around 70-80%..
After that, I hooked up the amp and docked the E7 and connected it to the usb hub built into my monitor.. and it was immediately recognized by my PC (currently running windows 8 dev preview) and it picked it up and made it the default audio device.
With the amp, I don't need to turn it up much at all.. and it sounds quite a bit better. It is hard to quantify it, though.. The comfort difference between the 940 and the 840 is more than enough to make me decide to keep the 940s.
I took the 940s off after a few hours and my ears felt perfectly fine.. whereas the same experience with the 840s would leave my ears hurting somewhat.
I can't really compare them to other headphones as these (and the 840s, which are being returned) are my first "good" headphones.. and they all sound better than what I used to use.. (A $49 plantronics headset from best buy)
I think this will do it for me for a while..