Maybe you could shed some insight how you think they perform sonically in relation to each other. That is after all the most important aspect.
Senheiser ie800 vs shure se846 - Page 2
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I've tried both and my preference was the IE800. I love great sub bass and the clarity of the IE800 is pretty amazing. I'm a huge Shure fan so I was very surprised at my decision. I think the choices of nozzles and cables are not as much fun as you would assume because I did not want to have to switch things out between songs.
I also love the way the IE800 goes down from the ears instead of up and around. I find it easier to put them in and take them out. Unlike other IEMs, I have not had any ear pain from deep insertion because the IE800 is best used with shallow insertion. It also has surprisingly good isolation.
I think both eke and james444 have very good reviews on the IE800 that are worth checking out. I would give the Shure 846 a little more time on the market so that you can get more feedback from people who own them and have tried the IE800.
Head-fi tends to have an "IEM flavor of the month" which seems to correlate with the supply of the IEM in the real world. My personal opinion is that the Shure is still too new and too rare for the question you are asking. The IE800 unfortunately also has an issue when it comes to fit with the custom tips that Sennheiser provides. When you have a good fit, you get some very magical sound. When you don't, you've got an IEM that sounds terrible and pops out of your ear at very inconvenient times.
Shure has outstanding customer support. I've had to get Shure SE530s replaced a few times (mostly due to issues that I created) and they made the entire process as easy and as cheap as possible. I don't think I'll get that with Sennheiser.