I think for the IER-Z1R, you have to consider it's bulky design which may be discomforting to use for long term for some ear shapes. If you can get it to fit, then this is obviously the best sounding amongst all the Sony IEMs.
As for the IER-M9, it's weakness is in it's lack of punchy feel in the bass that you get with Dynamic Driver or Hybrids. But still it has enough airy-like bass to make up for the lack of punch.
XBA-Z5 is pretty comfortable to wear, but it lacks good soundstage of the M9 but it has really excellent bass. The stock cable isn't that good at all. You have to upgrade the cables.
Maybe the IER-M7 should be in your consideration too if you are the type that don't prefer strong treble. IER-M9 can sound overly-bright for some people.