After months of mulling over headphone debate, I finally ordered and subsequently received my HE-400 on Saturday. Although I do enjoy the HE-400 sound, I am not sure these cans are a $400 upgrade over my Senn HD-595 (IMO). Undoubtedly my expectations were too high from the outset, but I figured I'd be a bit more impressed given the step up in headphone tiers. Hopefully in time I will learn to appreciate my new purchase.
Interestingly enough, I made the same transition.
I would encourage you to give them some time. Better yet, do some A/B back and forth with the phones and some of your favorite music. Doing that made it obvious to me that the HE's had some obvious advantages (even if I wasn't blown away initially either). I still like the 595s, but they just do not keep up with the speed, bass, and transparency of the HEs.
After a few days of listening - I was hooked. There is no going back. Get the velour pads also - they definitely have been more comfortable for me, and provide a somewhat less "fatiguing" sound to me. Others of course will also recommend 'modded' pads. But I would get to know the phones as-are for the time being. Again, I was also initially freaked that I had just wasted some serious cash - I was expecting something dramatic. The sound quality upgrade is there, but then again, the "sound signature", in my opinion, is quite similar to the 595s. Each are a bit aggressive and seem to provide a fairly balanced presentation.