The comments here have been most thoughtful, so thanks! I ordered the Westone 4R's yesterday directly from Westone. They offered a 30 day warranty, less shipping. It really came down to the 4R's vs the SE535's. From the research I've done, the 535's probably had a warmer sound and better mids which is my preference. The negatives for me for the 535's were bad microphonics and a heavy cable. (My Grado 325's had a heavy cable and I hated it!) The Westone 4R's, while maybe not as mid-forward, are supposedly very detailed and balanced. I loved the detail of my Ety ER4P's, but found them too uncomfortable for marathon listening. In the end, I could have gone either way, but I guess the 30 day return right from Westone is what won the decision. If I am dissatisifed in any way, they're going back and I'll try again. I don't mind eating the cost of a knock around set of IEM's, but $500 is too much to spend and not be happy! They're going to arrive today - actually in about 35 minutes if the FedEx website is accurate. I'll reply back with some impressions. Thanks to all for the input!
im glad you like the 4r's. however i believe the westone 4 are warmer than the se535, the 535 mids are better. but the sound of the se535 isnt universal and the signature sounds more bright than warm. i think the 4r was a good decision.