Hello Joel,
I must be what you call an an audiophile.....bought the 840s, and I love em. The soundstage is much wider compared to the SE530s, but I don't know if that makes sense, they also are less "precise", in locating sources and in clarity. There is like a slight mist on the sound (compared to SE530s). I find the sound of the 840s very laid back, it is relaxing to listen to them, and to my ears they have more bass than the 530s, but that may be influenced by ear channels, mine are very narrow, even the smallest foams are tight....However, the bass son the 530s is more precise, faster, punchier....also the mids are soo much clearer on the 530s, the feeling of a human voice singing right behind you is much more real. On the other side I find the 530s more engaging, so it is very nice to switch to the 840, till the ears get warm....
I also found the SE530s in combination with the MacBook Pro and shadow sometimes a bit cold and analytical, the iPod classic with shadow is better (except for bass heavy tracks, lacking in precision), however the 840 sound better with the MacBook and the shadow for all tracks I tried so far......they sound absolute amazing with my old archos 40GB player, very punchy and loads of fun!
I had the chance to compare the sound to some Bose headphones (on my iPod) I guess they had a bit more to offer in the bass department (OTT imho), but not nearly the precision of the 530s or even the 840s in the mid-range, but listenable, fun, as you said before, but what do I do with female voices? Preferred the 840 any time...then I tried QuietComfort® 3 from bose....very impressive on Superstition......till you hear Stevie sing, they are soooo in you face and artificial , I could not listen to them.....
So overall, the 840 keep me happy, but I would on balance prefer the SE530s (if I had to choose one....and only one) because they are are clearer, have a decent bass, but mainly because they do sooooo much for the mids, vocals, saxophones, cellos, etc, in combination with good recordings and sources.