I think the HD800 have far better scaling than HE-500. While I have not heard the HD800 through anything other than a Bottlehead Crack, the fact it's quite agreed upon to be one of the best headphones ever must mean it becomes a completely different beast with a better amp. The same is true for the HE-500, but in different metrics. The HE-500 benefits from power, at least 2 watts of power. When I first got my HE-500, I was underdriving it with a WA7, which is a decent headphone amp in general. It sounded very mediocre and could become harsh and thin at times. I found out about using a speaker amp to driven the HE-500, so I got an Emotiva MiniX for a less than a fifth the price of the WA7, and it was a completely different beast. I think this fact is overlooked by a lot of brief HE-500 owners. They simply plug it into their existing gear, which is likely underpowered, and then claim the sound isn't impressive and return it before exploring proper amping options. You wouldn't try to plug a Stax SR-009 into a normal headphone amp, now would you? (Assuming it used a TRS jack. Just making point on different headphone technologies needing different things.)
I recently was able to compare with my friend's HD800 for a week, though I only had a Crack to drive it. The HE-500 was on par with the HD800 with this setup, with the HE-500 winning in some genres such as rock or pop due to its impactful bass, and HD800 winning in genres like classical or orchestral due its soundstage. A week after I returned the HD800 to my friend, I added a tube preamp (Bottlehead Quickie) to my HE-500 chain, and to me it deepened the soundstage, and provided more tactility and realism to vocals and instruments. Comparing my current HE-500 setup with the HD800+Crack from memory, I have to say, for everything except genres that absolutely requires the widest soundstage, my HE-500 sounds better. My friend also only uses the Crack to drive his HD800, and I've told him since that he's not close to getting the full potential out of the HD800. I think if it comes down to having only $1500-2000 to spend on both headphone and amp, there are better options than the HD800 as your headphones. Now if you are going to get the HD800 with the intention on getting a really good amp in the future, then it's fine buying it as a stepping stone, and getting by for the time being on something like the Crack. My friend believes the HD800+Crack is the endgame for him, but to me there are better options for that price, and it's a waste of the HD800 if he's just going to stop there. My HE-500 setup is only about $1000 with everything at full price.
Even I have realized that I cannot justify spending a lot more to squeeze a bit more out of the HE-500. At less than $300 for the Quickie and Emotiva, it would be hard to justify spending over $1000 for a slight improvement. I'm satisfied with my setup for the HE-500, and it's likely my end setup for the HE-500. With all that said, I went ahead and bought the HD800 the other day when it was on sale for $890 on Amazon. I'm treating it as a stepping stone. I don't plan to get a better amp for the time being, nor have the funds to do so, but it's a long term project to work towards getting better equipment to do the HD800 justice. I'll make the following metaphor since I found many people on these forums to also be gamers. In RPGs in particular, a lot of times there are weapons that do great base damage, but doesn't scale well to stats or upgrades. These weapons are usually great during the time they are found, but become less effective as you progress through the game. Then there are weapons that have mediocre base stats when first obtained, but become the best weapons at the endgame because it has better upgrades and scales better with the character stats. These weapons also take a lot more in game money and effort to upgrade, with its full potential locked until the endgame. I think the HE-500 is like the former, and the HD800 to be the latter.
To sum up, the HE-500 has less scalability than the HD800, but you can get close to the HE-500's full potential for a lot cheaper than the HD800. To me comparing a near full potential HE-500 to an average HD800 setup, the HE-500 wins. Bringing out the full potential of the HD800 will cost many times more than the HD800 itself.