I loved mine at first - but the missing mid-bass in the end was what got me. To me they sound un-natural - lovely mids, but highs too emphasised, and while the lower-bass is there (and nicely extended/defined), the overall bass is something I couldn't live with - it just sounds 'off' on a lot of my tracks.
FWIW - while I'll still eventually look for a closed can (thinking FA003) - I won't be going back to the SRH940. A lot to like (mids) - but I had them for a month and the more I listened the more I disliked them. I may even go back to the SRH840 - tonally they were very nice.
Like I've said many times before - the SRH940 are a polarising can - you'll either love them or dislike them. Only way you'll know is to try them.