IMO they're the best bar none. I've tried quite a few ear buds and all but the 20ukp I paid for the 500s was money down the toilet. I haven't tried the Eytomic ER4, but I did buy the ER6s. I hated them with a passion, instantly - no bass, overemphasised midrange.
I also found the Sony EX70s appalling.
I have no difficulty adjusting between the MX500s and HD600s.
The Etymotic ER-4 are neutral when it comes to sound. In other words what you hear out of them is extremely close to real life IMO. They do require a good seal for good base. Some people cannot stand them in their ears but if that is not a problem I would highly recommend the ER-4. There are 2 types to consider the 4P and the 4S. The 4P does not require an amp while the 4S does. The 4P may also be converted to a 4S with an inexpensive adapter cable. The isolation is better than any other in ear phone I have listened too. When listening you are virtually isolated from the world around you. Do a search for Ety or Etymotic and you will find many threads on the subject.