If you listen to a lot of fast music like EDM or Electronic music then the LCD 4Z is the one to go for because it has more speed and the same bass as the LCD 4. However, for everything else like detail, instrument timbre, vocals, midrange and treble all go to the LCD 4.
You really need to get some nos tubes for the Cayin amp because it really changes and improved the sound by a lot! It sounded too smooth with the stock tubes.
The LCD 4 is fantastic for movie scores. Try to listen to the Taxi Driver soundtrack as its a real emotional experience with this headphone. I found the LCD X were quite shouty sometimes because of the treble.