Having previously owned both (now waiting for IE 800 S), I´d say this is still a very interesting question and topic for a thread. It´s not an easy choice. Both have their own merits, but at least here in the EU the IE 800 can be found for about 300-350 euros cheaper so that is a major plus for the Sennheiser. My take: they are both great IEMs, but have their weaknesses. I don´t have experience of other >1k IEMs so I have idea how they compare to most of the competition, but at least compared to your standard 300-400 euro IEMs they are both a clear step up and in that regard worthy of their price increase. The sweet spot is in the 300-400 euro range* though, diminishing returns and all that...
Comfort: completely subjective. For me the SE 846 are a bit too large/heavy for my ears and I detest the stock cable as well. Tips fit perfectly on both products. No microphonics on Shure which is a major plus, but IE 800 are so small and light they almost disappear. For me Sennheiser wins, but this is very subjective.
Bass: Shure wins mostly because the IE 800 simply has too much sub-bass. The bass impact is much better on Sennheiser though as expected from a dynamic driver. For me the IE 800´s only major issue is the overdone sub-bass response.
Mids: Fairly close, but resolution wise the IE 800 clearly takes the lead. Shure´s have that very engaging forward mids though that many love, while the IE 800 vocals are very slightly recessed.
Highs: No contest, IE 800 wins easily for me. Some may find the treble too much, but I never had any issues with it. Shure treble is very clean, but it´s also quite rolled off which basically makes a lot of the air in the recordings disappear.
Soundstage: IE 800 wins this too. It has a nice 3D bubble soundstage, quite different from the HD 600 series 3-blob one. Shure soundstage is very intimate and doesn´t extend much in width or depth (limited soundstage is just something mid-centric tuning tends to create).
If you can own both that is probably the ideal option as I found they complement each other pretty nicely. Very different tuning, so it all depends on your preference. That being said, I´m really looking forward to the new IE 800 S. Early impressions seems to imply they have a smoother treble and more linear (= less sub-bass) bass. That would fix what I consider the IE 800´s main issues.
* Or to be more accurate these days it´s probably 150-200 instead...