My experience is exactly like yours...I first fired them up out of my iPhone and the sound was pretty thin. But once I got them hooked up to an amp, holy bejeezus. And don't be surprised if they improve after about 20 hrs. I confirmed with Audeze that they do give them a little burn in time, but they said they have report after report of people saying they opened up even more with additional head time. For me it was about 20 hrs. Call it the drivers burning in, call it your ears adjusting, whatever...doesn't matter...they sounded better after 20 hrs, that's all I can say.
I also agree that I prefer them over the HD800s and the LCD-2s, even though I was/am very fond of both. Enjoy those beautiful headphones