Hi Nightman
I purchased both about six months ago due to the accolades they received here and since both were available at very reasonable prices from JR and Seyo. Though I enjoy both, they definitely have different sound signatures. I find the FX500's to be slightly darker and warmer with a more spacious presentation. However, their midrange is somewhat recessed which I find really noticeable on vocals. Otherwise, the FX500's are very engaging on chamber music. I currently use them mostly when lying in bed with them plugged into my Cambridge Soundworks table radio and listening to either classical or jazz from the local public radio stations. While far from hi-end, I find that combination to be completely satisfying and engaging.
Other the other hand, I usually use the HJE900's with my Sony MP-3 will listening to pop (e.g. Cash, Mellencamp, Talking Heads). Again, I find the combination to be totally satisfying with no urge to switch my other bud's (OK-2 with Radioshack foam, FX500, EX-700 which I find to be excellent with Comply tips). My only beef is that sometimes they don't stay in my ears very well, even after trying the different tips provided.
If you're contemplating which to purchase, prefer IEM's (as I currently do) and can swing both, I recommend purchasing both. Hope this helps.
Retrogrouch