Since there aren't many reviewws in English on these phones, I thought I'd write one. Of course all the opinions expressed here are my views, but I hope that this will at least help someone considering purchasing these phones to make a decision. Happy reading 
About me
First, before I go into the review proper, I think I should describe myself and my setup a bit. Feel free to skip this if you get bored of my narcissistic ramblings 
The music I listen to usually is either rock or classical. To expand on that I like blues-based rock, and also blues in general. The classical stuff I listen to is usually more small scale as opposed to huge orchestral pieces. I also listen to jazz, although I only started recently.
My portable setup is usually a Sony TCD-D8 DAT walkman into either a DIY mini3 + Sony MDR-EX90LP (now replaced with the 800ST) or the STAX SRM-001mk2. The STAX is far superior (to the EX90) but more trouble on the move.
At home my headphone listening is on a STAX SR303 powered by the matching amp from a Sony XB920 CDP.
As you may have noticed I like stats... all the Sony gear is just coincidence 
My tastes in sound are, I would say, towards more detail. I like high frequencies and detailed bass however with bass, its more a question of quality over quantity. I really hate flabby bass. It might as well not be there as far as I am concerned.
OK, now onto the actual review!
About the EX800ST
As you probably already know, the 800ST is a monitor designed for studio/live use and marketed in Japan only.
It has a retail price of 25,200 yen.
Now before you guys ask why I'm reviewing a Japan only set of phones, well the US has the MDR7550, retailing for $349 which looks exactly the same (see the photos online of the 7550 and the 800ST here). The discrepancy in price might be from the warantee difference? Whether they are actually the same is a mystery but from my point of view, it looks like Sony actually did it properly this time. Let me explain...
In Japan, there is a set of full size monitor headphones called the CD900ST and it comes from the same "family" as the 800ST, i.e. they were designed in a collaboration with Sony Music Communications Inc. for pros in a studio setting. These are the de-facto standard monitor headphones in Japan. You see them everywhere. We used them in the sound department at my previous company.
The US never got these phones though. Instead they got the 7506 which looks pretty much the same except the red colour is blue, but the internals are not the same. Japan also got the 7506 and it was the (rather maligned) sister to the CD900ST.
This time with the 800ST though, it looks like the 7550 is the same although I have no proof. For the paranoid among you, you can buy the 800ST from various online sources it seems but they might be more expensive than they are worth.
Packaging
The packaging is very... industrial looking. Its a plain white box made of stiff card with a little bit of printed text on it saying "these are for industrial use and come with no warantee or support". Inside there is a clear plastic carton/tray with molded compartments for the phones, the tips and the case. You also get a little instruction sheet in Japanese. Its the same as the CD900ST and I quite like it. It makes for less stuff to throw away and you don't feel so bad when you do throw it away 
Everything is held securely and its all easy to take out.
The included case is actually quite nice. Its a zipper pouch made of some synthetic hard rubber foam stuff with a leatherette pattern and its semi-hard. It does distort if you squash it hard but it will hold its shape on its own and protect the contents.
In the pictures on the net, it looked really cheap/tacky and quite big. However, in real life its actually a nicely made, compact and practical case. The slightly sticky rubbery feeling of the case however does pick up dust which is a bit annoying and hard to clean off... kind of like the rubbery bits on the phones themselves.
The only other bits you get in the box are 2 extra sets of tips. You get a set each in S, M and L size with the M set already installed on the phones. These are just standard Sony hybrid tips and you can get replacements and different sizes all over the place. I personally use the L set and find they fit fine but I think some people might not be able to find a proper fit with the supplied tips.
Build quality
The build of the 800ST is average. Its not amazing and not bad however there are a couple of (possible non-issue) areas.
First the body of the phones is made of what feels like plastic and metal. This is a step down from the EX1000 but its not something I really have an issue with. It does the job and doesn't look like it will break.
The cables are where I find some problems.
First the good parts of the cable are the brass threads where it attaches to the phone body. On other models its plastic. Again, plastic would probably be just fine but if you are a pro jumping around on stage and you give the cable a hefty tug, the connector might snap inside the body rather than simply breaking the cable. For normal people it probably makes no difference.
Now come the bad parts. The actual cable is rather thin and generally feeble looking. Its about the same thickness as my old EX90LP cable. Thicker doesn't always mean better but in all Sony earbuds I've owned, the cable was always the first thing to break.
Next up, the L plug on the end looks like something you would expect to find on a low end set of phones. It doesn't look like it will break and the strain relief is fine but it doesn't really give you much confidence. Being compact is a good thing though. You can see it in the pic above.
All the issues with the cable are to do with durability but the cables are replaceable so if they break then just buy a new cable.
I have heard of people using the cable from the EX1000 to make the soundstage deeper but I've heard from the same people it also destroys the balance of the phones so the EX1000 cables might not be an upgrade.
I've not personally heard the EX1000 cables in the 800ST so I will leave it at that.
Comfort
I'm not really bothered by having things stuffed in my ears but I do find the 800STs very comfortable. The ear hangers work and I have no problem with wearing them for hours on end and I feel confident they won't pop out when moving around with them in.
Getting a good fit does take some fiddling though. You can't just stuff these in your ears and go. You need to find the right angle for your ear canal and then push in. You should feel a little pressure indicating you got a good seal. The ear hangers are also a little bit of a pain to get into the right position. If you have even slightly longish hair then your hair will get in the way around your ears and it will get annoying.
The cable is the perfect length while standing up and with the player in your bag. I am about 6'2", 184cms and I have the player/amp combo in my shoulder bag at about hip level. With the EX90 I was always struggling with too much cable or not enough. The 800ST gives you enough to move your head around without getting pulled down but short enough to stop it getting in your way and getting tangled up.
Isolation is something these phones aren't so great at. As with the EX90, you only shut out a little bit of sound. You can still hear your surroundings and stuff like train announcements. I actually like that "feature", especially since taking the phones off and putting them back on is such a pain. Thankfully these don't leak sound so people around you don't get annoyed. Of course if you turn the volume up really high then isolation won't be a problem and they will become audible for others too but you'll probably go deaf soon after 
The cable exhibits some microphonics but its not unreasonable. Wind noise is not a problem unless its really windy contrary to what I have read in other reviews of similar phones. For example a light breeze while walking at a brisk pace poses no problems. In these areas, I find the 800ST similar to the EX90s.
Generally I am very pleased with the comfort and practicality of these phones. They would be perfect if they were easier to mount/unmount.
Sound quality
So this is what you've all been waiting for 
My phones have been used since new playing music. I haven't played white noise or anything of the sort to try and burn them in, preferring to listen to them develop. I also don't find white noise particularly relaxing or enjoyable 
I use them at work pretty much every day and during my commute, and after about a month, they have probably clocked up a good 100-150hrs. All of my views will be based on the "burnt in" version.
Previous to the 800STs, I was using the Sony EX90LPs. These were Sony's flagship buds back in the day but they are dated now. I really enjoyed them even though they were not hi-fi. They were good fun but sadly the R channel wire at the Y split broke. That prompted me to look for a new set of portable dynamics.
The 800STs have a few competitors in their price range. The most direct competitor right now is probably the JVC FX700. Both can be had for pretty much the exact same price. I got my 800STs for just under 21k yen. I've not heard the FX700 except briefly in the store but I didn't like the general balance of them. They sounded too bassy and the quality of it was not quite what I was after so I sprang for the 800STs.
The other competitor in my mind, although no longer produced, is the STAX SRM-001mkII. I got mine for just under 20k yen new a while ago and it is my main portable rig when sound matters.
In this sound review I will be comparing the 800STs to the EX90LPs because it seems they were quite popular and I am very familiar with them, the SRM-001 because it is really my benchmark portable system as far as sound is concerned and its in the right price range, and finally the STAX SR303 combo since this is my reference headphone system and it is everything I like from a headphone.
Again my portable source is a Sony TCD-D8 DAT walkman fed into a DIY mini3 (high performance version). All source music in this review is digitally recorded from CD onto DAT. Its probably not the most conventional source around but it does the job
So here goes!
Lows
The first thing that struck me when I first heard the 800STs out of the box was the bass and the soundstage.
We'll get to the soundstage a little later so we'll talk about the bass here.
The general tonal balance of the 800ST is what I would call neutral verging on warm with a slight emphasis on bass. The bass is immediately noticeable as its quite deep and nicely textured. Its definitely not flabby.
Compared to the EX90, there is no competition. The EX90's bass was not so deep and not particularly refined.
It was very average. The 800ST however goes deep and its controlled. I quite like the bass on the 800STs.
You can hear the difference in each drum as its hit and the impulse or "slam" is quite convincing. Acoustic strings have a nice roundness to them and the texture of the bow on a cello is revealed well. You can really hear that deep, almost raspy sound as the bow draws across the strings. The deep notes on a piano have that nice grumble about them which just makes me smile. Electronic basses also sound different, not like some generic LF beat in the background. Even on fast bass runs, you can hear each note and even the deepest notes are reproduced with a good weight behind them.
Alas, it is not perfect. Compared to the SRM-001, it doesn't go as deep. The SRM-001 seems to go a small notch deeper while retaining the same level of control. Its only a small difference though.
Compared to the full size SR303 though, you realise what you are missing when using portables. Bass is deep and extremely detailed but balanced at the same time.
The deepest beats in electronic music just aren't reproduced as convincingly on the 800ST where the SR303 really rumbles.
For a portable though I think the 800ST does a great job.
Mids
I don't have too much to say about the mids as most competent headphones can produce good mid frequencies.
The 800ST does put vocals right up front though. The first time I heard "Come Away With Me" on the 800ST I was stunned at how close Norah Jones felt. The EX90 was very bland in this regard. The SRM-001 put Norah a step or two back and the SR303 a little further back still. I'm not sure if this is a good thing because sometimes vocals can get a bit too in your face.
Vocals, especially female, really do sound nice though on the 800ST. They sound very human for lack of a better description.
They just sound right.
Highs
The highs are something I really enjoy about the 800ST. They are refined and extend well. There is no harshness at all and sibilance is only there if its in the recording.
The sense of space and air is impressive. You can hear and feel the reverberation and ambience of the room/hall/studio or whatever it may be. However the details are still preserved.
Compared to the EX90, again the 800ST is on another level. The EX90 feels closed in and a little murky. The SRM-001 however exhibits the same openness and refinement. The Sony might be a little better in the extreme highs though. But of course compared to the SR303, everything just feels a little dark. Like everything has a fine veil over it.
Note:
Recently there has been a bit of discussion regarding the difference between the EX600, 800ST and EX1000. I'm sure there are other sonic differences but the main one according to a certain Japanese website claims that the EX1000 has more highs than the EX600 which in turn has more highs than the 800ST. He did a bunch of frequency plots which seemed to back that conclusion up. Other Japanese reports also say similar things, saying the EX1000 highs can be a bit harsh and that the EX600 was more "dumbed down". The guy that tested all 3 said that the sonic signature of the 3 was very similar and one should choose on how much HF he/she wants.
Of course I haven't heard all 3 so I won't comment but I do like the smooth highs of the 800ST.
Detail
The detail of the 800STs is very good. Being studio monitors I guess they have to be. They seem to place the details right in front of you so they are more apparent. I heard this in the CD900ST as well. Listening with other phones, you can make out the same details but they are more recessed. Sometimes this can make the 800STs tiring to listen to from information overload but sometimes I really like the extra sense of detail.
I won't even bother mentioning the EX90s but compared to the STAXes there is no more resolution but more a shift in balance. The 800STs really serve the details up on a plate for you to look at. The STAXes blend the details into the rest of the music.
Soundstage
As I mentioned earlier, the soundstage of the 800STs really surprised me. I heard reviews stating that the soundstage was very narrow and even some where they say the sound feels like it comes from behind you.
I found them to be quite open. There is a good air around the instruments and the soundstage is quite wide left to right. Separation of the instruments is very good. However there is very little depth. Everything feels like its extending from left ear to right, with no front-back space. That is not a bad thing and I quite enjoy it but sometimes you want more depth such as when you listen to orchestras or similar.
The EX90s felt closed in by comparison. The SRM-001s are slightly more open and you get more sense of depth.
The SR303s are way open and deep. You really notice the difference switching between them.
All 3 are very transparent. The 800ST doesn't get in the way like the EX90 did. You can easily forget the 800ST is there. I really expected the 800ST to be more typical of a closed back headphone but it really surprised me with its openness.
Overall
At their price point of 21000 yen, the 800STs are not exactly cheap but not really expensive either. They are only 5k yen more than the EX600 and the same price as the FX700. I really enjoy them because they offer very good transparency and openness with good bass presence and detail. I have generally not been pleased with dynamic phones, preferring the stat sound signature but the 800STs really impressed me.
However for the same price there is the SRM-001 and for sound quality, the SRM-001 takes it for me. It just offers a little bit more than the 800ST without giving anything up. Plus its moddable to give even better sound 
However the main reason I got the 800ST was because I wanted a portable set of headphones I could be not so delicate with. The STAX is delicate and to be honest, a bit of a pain to take out all the time. The 800ST will therefore serve as my main portable do-it-all rig when I am commuting and the like where knocks and bumps are bound to happen.
They're great value for money and I would definitely get another pair if I lost them.
