If looking at sound alone, the SRH-940 is underpriced, and the HD800 is overpriced, and they happen to have a similiar signature, so they are not that far away from eachother, which is vocally expressed in several reviews.
For portable closed-back, the SRH-940 must be one of the best there are, I haven't seen any comparisons to the ~$300 Audio Technicas, Sony's or Denon's though, ES88 and Z1000 come to mind, I'd also like to know how the Creative Aurvana Live fares up.
Ahh, the Z1000 is already tempting me. I might get an itchy trigger finger and check this out. I need a portable that leaks less than the 940 and I don't really want to sacrifice the quality.
Z1000 seems like a contender on paper.