Comfort wise I find them both equally comfortable. Heavy, sure, but after little bending of the headband and adjusting the earcups I don't find one to be more uncomfortable than the other.
$699 for an HE500 is a steal as mentioned above; it goes toe to toe against LCD-2 R2. That being said if you can swing the extra $300 and you're only going to have one phone; I would recommend the LCD-2. I find the mid-range tonal balance more natural, more realistic, not that the HE500 isn't realistic or pleasing to the ears... also find the PRaT factor better on the LCD-2 and thus more fun/enjoyable.
But yeah, you've picked two excellent phones and really can't go wrong with either one.