I have to argue a lot of it depends on personal preference and what a person finds most important to them. It's near impossible for single headphone to be the best in every category, and if there was such a pair, it would be very very expensive. For me, I like the HE-500 for the thunderous impact when driven through speaker amps.
However, I have to say that I've discovered vocal imaging to be something I find very important now. I've never heard real audiophile-grade speakers til recently, and when I went to demo some bookshelf speakers in a studio room, I found myself simply marveling at how the vocals of a song could be coming from the empty space in between the two speakers, which were set 8 feet apart. After buying a pair of $400 speakers, I found myself listening to them more than my HE-500. Sure the HE-500 was technically superior, more revealing and detailed, faster transients, better impact, but I found the speakers to be more relaxing to listen to. Closing my eyes and hearing the vocalist sing in front of me sound so much more natural than someone's voice coming from the inside of my head. The more I listen to this frontal imaging, the more unnatural I start to find headphones. I don't think any headphones could produce this effect. For this reason alone, I think I prefer these $400 speakers to any of my headphones.
Unfortunately, it's beginning to look like my days into headphones are numbered, at least for a home setup. I'm graduating and going to speakers.
And it's partially the HE-500's fault. Had I never gotten speaker amps for it, I probably would not have tried out speakers.