The PX-100's puzzle box is such a hassle, I hardly ever listen to them anyway. When I do, I still prefer the KSC75's. The Koss's are more comfortable, too. I think the proper comparison is PX-100 to the PortaPro. The PX-100 is more comfortable with better overall definition, but lacking in bass, IMHO. The PortaPro is famous for bass, perhaps too much.
As said, the KSC75's beat them both, IMHO.
The MX500's are not a fair comparison, per se. They are as good as any earbud you will find - much superior to an iPod, so there's another disagreement with the others. The volume control - unlike most - is very small and sleek. I find it to be very useful, which is unusual for most in-the-wire-volume-controls. BTW, if you are paying $20 for a pair, that's too much. MX400's (the same w/o volume control) should be $10, the MX500's no more than $15. Yes, I realize you will find them at higher prices, I'm just saying you shouldn't pay more.
As a for instance, Sennheiser paints the PX-100's white, says they're for iPod's, and then Circuit City sells them for $69.99! They are the same phones as the regular $49.99 PX-100's, despite other threads you may see.
As with anyone else, though - these are just my own opinions. I do have all three phones you mention - in addition to the PortaPro's and MX-400's, too. I guess I gravitate to the cheaper, high-quality stuff.