I finally understood why going SE210 -> HF3 was not a great deal, other than the fact that it was revealing greater amounts of detail. Then going from HF3 -> SE215 revealed such a big drop in the detail and treble. All thanks to this article: http://splurgebook.wordpress.com/2011/02/21/everything-you-need-to-know-about-iems/
So I basically went from BA drivers to Dynamics which gives greater lower bass range but kills the details. Next, I like EDM music which combines both huge prolonged low bass and lots of really sharp details. The ideal system would be a speaker for each range: woofer, mids and tweets. Unfortunately, I have only a single IEM driver which may not be fast enough cover all that range and hence the loss of treble. Basically I can't have everything but I definitely learnt that I enjoy the details that EDM synthesizes.
Now that I know what I know, the question is:
If I were to go back to HF3 territory and I want greater detail, what is a good-value-for-money upgrade (from HF3) without amping ? Why no amp? I can't go for a walk holding both an amp and a phone.
Also, recently, I was a friends place with dynaudios and I was blown by the speed response of his system. You can feel the sharpness of all the various notes or any impulse. Thanks for the recommendation.