Cool. Yeah, in the old days, before the E500, I would have recommended saving for the big guns, because I found myself upgrading anyway. I started with E5c and eventually got Sensaphonics 2X-S, and kinda wished in retrospect just going straight to the top.
Or another option is just going budget (Shure E4c/UM2/super.fi 5 Pro/Ety ER4P/S) and just stopping with these. These are fantastic preformers and great values.
With the E500 and XXX the equation changes. I'm not convinced, based on brief listenings at the national meet, that the E500 reaches the level of the custom IEM, as some have claimed. I did like it a lot though. But at the national meet, what I really wanted was to get a UE-10 Pro, as I found it does sound different from my Sensaphonics, and I'd like to have both sounds.
Well, where does that leave you. My advice - buy used. Buy a used UM2/E4c/super.fi 5 Pro/Ety or even Shure E5c. Then wait. Wait until the E500 gets out to more people who already own the custom IEM. Wait until the XXX is released. Save your money. Then when you're ready, sell your temp IEM (I love E4c with the nano, btw) and go for the big guns. This will also let you explore what you like about IEM sounds with your music, and make a more informed decision.
Good luck! Portable rigs are one of the most rewarding out there, and there is a lot of great product.
Best regards,
-Jason
Postscript: Heh, I know I'm a fan of the E4c, but out of all the IEM I've owned or had, I find with the iPod Nano (and less so with the Video) they do have nice tight bass, crisp highs and slightly exaggerated/forward mids. I also listen to alternative pop/rock and some pop-country.