I've used the SE530 but not the W3. I've only used the UM3X which I understand is like the W3 in many ways but still different somewhat. For ease, I'll just copy what I wrote a year ago for the SE530. I found the SE530 to be a lot like the PFE and RE262 in behavior, very short, clean note, extremely dynamic, but decays so quick that it lacks texturing and note body which does create some shortcomings. The Custom 3 and I suspect W3 (relative to my experience with the UM3X) offer a much thicker note that's more textured and filled out. The Custom 3 is better balanced overall than the UM3X and I very much suspect the W3 which offering a similar although not quite as clear note. The Custom 3 is a half step down in clarity but better balanced in response. It's also vastly cheaper which makes it a seriously good buy. I've viewed the RE-Zero and Custom 3 as two of the best bang for the buck IEMs on the market because they're affordable, broadly capable, excellently balanced, and offer near top end audio quality at a fraction of the cost.
I'm going to toss on my listening notes and review of the SE530 from another thread of mine since the SE530 was not reviewed here. I'm also linking all my old review threads which does include many of the earphones I've reviewed here but from me reviewing them a year ago. You may notice some similarities and differences in my perception of them.
Listening notes of the SE530:
SE530
[size=xx-small]Bass: good energy, some fullness but stops short in depth, deep notes are subtle or non-existent but not really missed if you’re not expecting it, lacks body/fullness at times depending on note frequency, sometimes prominent, sometimes recessed depending on frequency, high bass well defined, good reverberation on long notes.
Mid: natural, open, light, clean
Treble: good lower high frequency presence, rolled off on top making slightly recessed, helps against fatigue/non-offensive, lacks sparkle, edge openness
Stage: well rounded space, in-head sound but not walled in, can sometimes forget the earphones are there producing the sound, not quite as good as the OK1 in this regard
Location: everything exists in a well defined exact spot, does not transmit distance well, oddly placed sounds
Clarity: clean, light, open, great precision but lacks body of note/thickness/texture/articulation, very low distortion/noise in note
Tone: neutral, natural but rolled off on both ends making for recessed highs and recessed bass and non-existent bottom octave notes
Dynamics: medium, good energy but light weight, effortless sound but lacks bite, lacks visceral impact, kind of laid back, lacks some ability to differentiate range, prefers prolonged notes over short notes[/size]
Review (ClieOS format):
Model Name Shure SE530
Variation: NA
Transducer: 2-way, 3 balanced armature drivers
Spec: 36Ω (@1kHz) | 119dB SPL | 18Hz ~ 19kHz
Cord Style: Y-cord, 1.2m.
Mini Jack Style: ┃ (sturdy plastic with short, stiff relief)
Eartips Used: Shure foam (Olive)
Physical Properties:
┣ Packaging: ★★★★★ (black painted, brushed aluminum case, very unique, compact)
┣ Accessories: ★★★★★ (stiff clamshell carrying case with inset Shure naming, PTH device, tons of cabling, excellent array of tips stock)
┣ Build Quality: ★★★★☆ (slightly industrial wiring and connections, earphone is glued plastic but feels sturdy, short, firm reliefs everywhere)
┣ Isolation: ★★★★★ (Excellent as expected, on par with most IEMs)
┣ Microphonics: ★★★★★ (excellent, over the ear design)
┣ Comfort: ★★★★ (The IEMs themselves are comfortable, light weight, well shaped. The cabling and connectors have some weight and the PTH device does add bulk although it does have a clip on the back)
┗ Quick Sum: The fit and finish and array of accessories does indicate this was geared towards a more discerning buying. All parts feel of quality and are well thought out. The metal box is interesting but serves no additional purpose. The carrying case is very well made, maybe a little big (to carry PTH I assume). This earphone comes with a LOT of accessories which isn't terribly common. It's nice to see. The cabling scheme is a little weird with its multi-piece setup, but it does allow for flexibility in length and configuration. There's a little excess bulk from it.
Sound Quality:
┣ Treble: ★★★★ (good lower frequency presence but top end rolls off making for a slightly recessed/dark top end, clean, light, good energy, does extend high but is quiet and overshadowed by the midrange, non-fatiguing)
┣ Mid: ★★★★★ (natural, open, light, clean, well balanced, dynamic)
┣ Bass: ★★★☆ (good energy, some fullness but stops short in depth, body, and fullness on songs with low frequency information, high bass is well defined, good reverbueration on long notes, a little light on quick notes)
┣ Soundstage: ▆ ▄ ▂ ▂ ▂ ▄ ▆ - Good / Average
┣ ABF: Low
┣ Overall SQ: [4/5]
┗ Quick Sum: The SE530 does certain things really well. The midrange response is even and flat with natural tonality. The presentation is light, very clean, and dynamic. Transparency is excellent. Stage presence is neither intimate or far away. Locational cues are excellent in placing a sound in an exact point in space. Subsequently there is good direction and distancing. However, the stage presence falls apart in appropriately placing information. In a live concert, you might get the screaming audience being presented up on stage and closer then the drummer. The placement gets weird sometimes. It has a relatively intimate and close presentation. Everything sort of falls over each other and makes for a goofy stage space sometimes. The size doesn't sound confined, but far stuff is close and close stuff is close. The roll off on the top end isn't bad, and you do eventually get used to it. It helps with fatigue. It's light, clean, and open. The low end suffers, and it's always slightly lacking on the low frequency information. It does certain things really well but faulters in several places. Dynamics are good, and it can present energetic information strongly. It is a little light on body/weight/thickness of note. It's more light and delicate in sound.
Overall Value: [3.5/5]
Final Remark: It's an excellent earphone if you want what it has to offer. The midrange is excellent. The transparency and cleanliness is top notch. You just have to live with the faults. I will note that I really liked these when I first listened to them, and they do certain aspects better then most other earphones. These aren't the greatest of value. You do get a lot of product for the cost, but you don't get a lot of sound for the cost. It rolls off some on the top end and moderately on the bottom end. Effectively, it's not offering more then a good and much cheaper single BA earphone. A multi-driver earphone specifically lets you cover the entire frequency spectrum well. Otherwise there isn't much point to stepping past a single BA design. It kind of misses on its intended goal, and that's a shame because for what it does cover well, it covers really well. If you like midrange, you'll like this earphone. It just doesn't offer more extension then a single BA setup.
This is pulled from a previous thread of mine where I compared the IE8, Triple.Fi 10, UM3X, SE530 and OK1.
http://www.head-fi.org/forum/thread/451954/top-tier-earphone-comparison-tf10-ie8-um3x-se530-ok1
Another review set I did a while ago with the Custom 3 along with the RE252, Triple.Fi 10, and OK1 as well as the CK10 at that time.
http://www.head-fi.org/forum/thread/478784/review-small-150-200-street-price-earphone-test-group-custom-3-ck10-re252-tf10-ok1
If you're curious, the RE-Zero compared to the CK90Pro and DBA-02
http://www.head-fi.org/forum/thread/512542/review-set-fischer-audio-dba-02-audio-technica-ck90pro-hifi-man-re-zero
And old, old review set from a couple years back which does include the SE530, UM3X, and IE8 added from the above review to some of my older earphones that I've owned and reviewed, again following ClieOS' review format:
http://www.head-fi.org/forum/thread/369643/mini-comparison-vibe-1st-gen-c700-pk2-re0-ne-7m-pfe-er4s-ok1-tf10-um3x-se530-ie8
The above covers most of the things I've owned/borrowed, and most of the info I've written about them in a review format.