So I have had my HE-500's for about a week now. I ordered them from Head-Direct and it all went very promptly.
I must admit I am struggling with them and trying to get a sound that I like. I am running them from a Bifrost/Asgard2 setup and I realize I am probably at the bottom end for what is required to power these.
The biggest issue I have is a lack of air and resolution. They have tons of dynamics, for instance listening to the new Depeche Mode album will blow you out of your chair and sounds great.
But I find male voices and midrange to be euphonic or unresolved and there is a big lack of air and resonance. For example classical piano sounds thick and thumping as if tonality has been traded for dynamics.
So if you have recommendations please post. I imagine many will mention the amp, and the only reason I didn't get the Lyr is that I thought it would be less resolving than the Asgard 2. I haven't compared them so I don't really know. One thing I did recently that was surprising is that I plugged the HE-500's straight into my Xonar Essence STX and I thought it sounded better than through the Asgard even though less dynamic. That was an unexpected surprise.
The HE-500 can sound thick sometimes, I think due to its slightly rolled-off treble and the extremely smooth sound of the planar-magnetic drivers. What I did is I used an EQ to boost the 8k-16k range by 1db. I know some are opposed to using EQ but you would be surprised how much of a difference this minor change will make. I find that it sounds like there's a bit more air and detail. YMMV
Also I am using the Magni, and while I haven't heard the HE-500 on any other amps it seems to perform well. Sounds great to my ears.