I've received the HE-400 today, and I would say that my first impressions were not as great as yours. Something was wrong with them. To my ears the mids seemed veiled compared to the rest of the spectra, I heard voices like behind a thin wall. They were here but not clear and had no impact (especially vs the HD650).
After few hours (burned-in the whole afternoon), this feeling went off and it's a relief to be honest. :)
Imo, quality wise, the HE-400 are on par with my D7000 (except the bass) and I find them better than the HD650 overall (maybe the HD650 are smoother and more fun-sounding). That's only my point of view after few hours of listening.
The details are amazing, I've recognised instruments in a song that I've not been aware off before... (too bad I didn't find a link on youtube.)
Oh, and I'm amping them with the Burson HA-160D.
I hope I will have time to do a better review, and It will be a good training for my English ! :).
There is a bit of a burn-in change at least on many pairs. Some folks haven't experience this though. In the broader sense though, are you using the velour pads or the pleather pads that came with them? The pleather tends to underdamp the sound which can lead to that "thin wall" sound in the mids, or "sucked in" mids as they have been called. IF you haven't yet, I think most of us here would strongly suggest ordering a pair of the velour pads (which are actually cheaper than the pleather), and even if you've adapted to like the sound of the HE-400, you'll probably like them even more with the velour. They become much more linear!
HD650 and HE-400 are very good complements to each other. HE-400 is the bassier and technically more "fun" (which usually means a more v or u-shaped curve), HD650 being the warmer, smoother one. Where HD650 excells with a coherent center soundstage, HE-400 excells in excellent instrument separation, as you're already discovering!