The Sennheiser MX series is one of the last remaining traditional, open-air earbud ranges from a large, mainstream manufacturer. Most of the MX series buds I've tried (which are too many) are decent to great, with a few exceptions. The MX400 was my first "quality" earbud, but that was back in 2006. I think Sennheiser's current offerings are much better, most notably the MX375.
The MX365 sounds like a refined, clearer version of the MX400, but if the MX375 is available, I would choose the latter every time.
Don't have the MX271, but I do own the MX270. I think the MX270 is better than the MX365 as it's much clearer and more dynamic, though it is also a bit cooler sounding. The MX270 and MX271 have smaller housings than the MX365, with the buds ending in a "1" being the smallest.
Can't comment on the MX80. There seem to be two MX80s: a sport earbud (MX80 Sport II), and a cheaper model designed for emerging markets. Haven't heard the latter, but the sport earbud uses a 64 ohm driver similar to the MX75 I had way back when. The 64 ohm models are a bit harder to drive, so keep that in mind.