If you haven't made your purchase, I'd like to give my two cents.
I have an IE80 and my friend has a SE530 (previous model of SE535). So I have experience of listening to them both.
Personally I would choose IE80 because it is more like an all around IEM to me.
The IE80's bass is good, but it is not good by the amount. IE80's subbass is what makes its bass punchy. The sound can go deep and beat your heart. That's when you tune the bass level to 5. If tuned to 1, the sound would be light and vivid. IE80's mid and high are not good as its bass, but definitely not bad. It is a standard Sennheiser sound. I also own a IE6, so sometimes I compare the sound of these two IEMs. IE6's mid is like IE80 (that's why I call it standard Sennheiser sound). It is not sparking or shining, but just there. IE80's high is ok, very smooth. Plus, it has a decent sound stage, which may suitable for your "epic" gaming music.
The SE535, on the other hand, is also a little bit overrated to me. The bass isn't terrible but is obviously not enough...at least for me (guess is also for you). The mid is great but colored. I dont actually care about if it is colored or not, because what I pursue is good sound quality, not really the original sound. The high is shiny, but a little bit harsh for me, especially when I listen to some classical violin solo music. The sound stage of SE535 is a smaller compare to IE80.
Another pro of IE80 is that it's wire is made from KEVLAR material, so it's pretty durable. My friend's SE530's wire........ I don't wanna mention it. But he is a messy guy and never keeps his Shure in the case. So if you choose Shure, make sure you take care of them.
For your budget, if you'd like to add another 200$, I would suggest you buy IE800. Although it is an audiophile earphone, which does not meet your requirement, it worth a try. All the pro of IE80 with a more precise sound. Or probably the AKG K3003, which requires another 100 or 200 bucks in addition to the price of IE800...
Hope it helps.