I just got my Roxanne's and I own SE846.
Sound quality wise they both sound wonderful.
Plenty of bass on both models, but Shure bass is a little clearer.
Treble is good and sparkly on both models.
I like the mids better on Shure, though. They sound more lush.
Soundstage and instrument separation is about the same.
Steve Guttenberg from CNET also put the Shure 846 over the Roxanne sonically when I talked to him in person at the last NY Audio meet.
So, that's 2 people with that impression.