Yeah, this is the only time I've been so familiar with one company's headphone lineup! Here's a brief rundown of the three Shure headphones (according to my ears):
SRH440:
The most "normal" sounding headphone of the three. What I mean by that is the treble, mids, and bass are well balanced, and they have a fairly clear sound. Isolation and comfort are quite good. I could wear these for a couple of hours straight without much discomfort, although they are a bit creaky. The bass is quite nice -- punchy and decently extended for the price.
The main flaw is that the treble is a bit harsh. Not so harsh that you notice it right away, but when you wear them daily at work like I did, the harshness gets to be too much, particularly when you own nicer headphones and are aware of how much smoother and less fatiguing treble can be. My iPod Classic's built-in DAC seems to slightly emphasize the harsh treble, so if you have a better source -- something warm -- you don't notice it as much. The key words there are "as much" -- it's still there. I tried one Head-Fi user's "toilet paper mod" on these headphones (do a search), and the mod tamed the treble a little, but also made the sound a little muddy.
SRH840:
I know a lot of Head-Fiers are big fans of these. I saw them on sale, so I figured I'd upgrade from the 440s. I heard that the 840s were warmer, so that sounded perfect. Some people complained about the comfort of the 840s, but I found the 440s fine, so I thought, a warmer pair of 440s, what's not to like?
It turns out that these are my least favourite headphones in this lineup. If you love these, I apologize in advance for disparaging them.
Most importantly, I found these headphones incredibly uncomfortable to wear. I know comfort varies from person to person since our heads are different shapes, so you might find them okay, but I found them heavy and painful. They weigh quite a bit more than the 440s, and the weight sat squarely in the front middle part of the barely padded headband. It just dug and dug into my skull, I felt like it was going to rub away my hair and give me a bald spot! After two hours on the first day, I had a sensitive bruise on my head and my hair had a weird horizontal part. Maybe if I persisted I would have developed a head callous.
On to the sound: on the positive side, they are more refined than the 440s. The treble, mids, and bass on the 840s sound smoother. On the negative side, the 840s are more coloured than the 440s. The treble is rolled off, so it's not fatiguing, but I wanted more. And the midbass is emphasized, so music sounded boomy to me. The lower bass was then rolled off, which made the bass overall sound unrealistic while also too strong. The 840s are the only headphone where I find the bass fatiguing.
Now it's possible that I would have enjoyed these headphones more if they were comfortable. Maybe I needed that period of "psychological burn in" to get used to the sound. But I couldn't take it. And I do own several other pairs of decent headphones, so I think my take on the 840s' sound isn't entirely premature.
SRH940:
These are my clear favourite of the three. The best part of these headphones is the treble. Now I normally favour a slightly warm sound because I'm sensitive to treble harshness. Or at least I felt that way after growing tired of the 440s' treble. But the treble on the 940s is fantastic. Very detailed, refined, and extended, and not fatiguing. They have the best treble of all my headphones.
The mids are also great -- easy on the ear and clear -- but since the treble is emphasized (perhaps a bit too much for treble-shy tastes), the mids are easy to take for granted. The bass is well extended, textured, and punchy, but a bit quiet. I'd prefer the bass a touch louder and the treble a touch quieter, but this is a minor flaw.
This raises the question, are these headphones neutral? Or am I just used to overemphasized bass? I do love the Denon AH-D7000s -- their bass is fantastic. And I love the mids of the Sennheiser HD650s. Treble-wise, the 940s are king. If I could buy an all-star headphone combining the best of all three, I would be ecstatic!
What else can I say about the 940s... The isolation is decent, although not quite as good as the 440s or 840s. The 940s have a nice travel case, although it's not quite as nice as it looks in ads. The compartment where you store the cord is a rubber-ish tube glued to the bottom of the case, and the tube has come away from the case a couple of times. Luckily and surprisingly, the glue was still sticky, so I pressed the tube firmly back down (slightly crooked, oops), and it seems to be staying in place now. The outside of the case is durable and well made, but the case is a bit large.
Also, when I wear the 940s, the headband bends slightly unevenly, such that the left side is a little more bent than the right. Odd, but not a big enough deal to try to fix.
That's all I've got for now! I hope my roundup is helpful or interesting to someone.
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Cool to hear all 3 compared!