I was on a trip last year, using my Grados - which are open and very clear and detailed - but because of their openness, the low rumble of the mommy wagon interfered too much with the presentation. That's when I decided to use in-ear phones for the isolation. Headfi has a whole section devoted to discussions about in-ear monitors.
I got into those discussions, couldn't decide who was telling "the truth" and ended up buying a bunch of IEMs - including the SE530, the Etymotics Er4P, the Ultimate Ears Triple-Fi 10, the Westone 3, the UM3X and the Phonak Audeo PFEs.
There were all nice phones - some of the best universals out there - but I liked the UM3X the best. It was warm without being too warm. It sounded quite natural. Its highs were not shrill but they were also not as rolled-off as the 530s. They made me very happy.
I can't explain exactly why the 530s didn't quite do it for me but they are highly regarded. Some go so far as to call them the best universal IEMs out there. With their Sennheiser presentation, the 530s let you listen for long periods without getting ear fatigue. Like my Grados, the UM3Xs are more exciting to me, but I end up turning them down as I settle into longer runs.
If you have the extra coin, we are living in a golden age of customs, the top choice of the day being the JH13s (which are great if you have $1100 you're not using). With customs, you have to get ear impressions made and then send those impressions in to the manufacturer. From everything I've heard, it's worth the money and the wait. To get decent bass, you need a good seal (which is why the earbuds tend to suffer in that department). Customs provide the best seal. They also let you use a harder tip, which will avoid absorbing the high end.
But if you're just jumping in, give the SE530s a try. Wear them out. Enjoy them till you know them like the back of your hand. Don't be in a hurry to have people sell you something. You've already gotten one of the top universals out there. Many of your choices are actually steps down from where you already are. I'm more of a Westone person but it's hard not to respect the 530s for what they do.