I see it like this. HE-6 > HE-5LE > HE-500. I have no experience with the HE-400 so can't comment there.
I think u cant compare them..the 5le is more for classical music as the he500 is more of a all rounder.and much easier to drive..with.fuller sound...so its just a matter of taste...the he6 however is indeed a step up.
But thats how i experienced it..for the price for me there is only one..a he500 with velour pads..until they come up with a he600 or something.