FWIW, I absolutely didn't like the W4 either, when I demo'd them. Only time I thought they were fantastic was out of the store's Phonitor--which I will surely never own, and anyway I don't do a lot of desktop listening to my gear.
OP, don't let this experience put you off Westone. Their UM1 is great value for money (and even smaller than the W4), the UM2 is more than adequate for many enthusiasts and amateur musicians, and the UM3X I found fantastic, even as an owner of the Senn IE8 for >1 year. The W4, I think, is really not worth your cash, but keep them around for a bit and see how it pans out for you. The great news is that someone else will surely want them.