I'll repost my comparison of these two from a while back for people who are in a similar dilemma.
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I'll do a quick comparison of the IE800 and the SE846s. I feel that many of the people who respond to the question to "which is the more superior IEM" is failing to regard the opposing side's strengths and weaknesses. I have both IEMs, and use them both daily for different uses.
IE800:
The clearest of the two IEMs. Bass is quite detailed and present, but doesn't excel in the sub-bass regions as the SE846s. The mids aren't as forward as the SE846s, but produce vocals that are mind-bogglingly realistic. Treble is liquid gold. Highs are quite accentuated, but at times, to a harsh degree. Sibilance can sometimes be heard, though after getting used to it, they aren't as bad as it once was. The only complaint I have here is the microphonics, though if you're buying these for use in the gym or in a crowded subway station, you'd be better off getting the SE846s. These have two bass ports that let ambient noise in. The IE800s are just like its big brother in terms of soundstage and audio reproduction. It is the most natural sounding of the two. As stated, Sennheiser made the mids not as forward as the SE846s, which I felt was a great move. Never do I feel the bass overwhelming the rest of the piece, either.
All in all, a great sounding IEM. Probably the best bang for your buck out there. Though it doesn't sound nearly as good as its big brother, the HD800, I feel that these are probably the closest you can get to them in the form of a UIEM. If you want audio neutrality, definitely go for these. It's a bright IEM though, so I doubt bassheads will be satisfied here.
SE846s:
As stated, isolation is superior to the IE800s. Sub-bass reproduction is the closest I've heard an IEM come to full subwoofer performance, though at times, it can bleed into the midrange and overpower other parts of the music. Mids are surprisingly forward, which may appeal to some, but for me, it killed certain tracks. It all depends on the genre you intend to listen to IMO. Treble and highs are nice. They lack the "zing" the IE800s provide, due to treble roll off, but they also do not exhibit the same sibilance. Actually, I didn't at all hear any sibilance while listening to these. Detachable cable and stock cables that don't have microphonics might be the deal maker for some, but I find that the superiority of the IE800s in terms of audio reproduction to tip the scale in its favor. (All of this was taken from using the white filters.) I doubt trebleheads will like these. As said, treble is rolled off, and at the cost, lots of detail in the higher regions. Bass is supreme though. It is very present in each and every track, and is sure to please bassheads. It also comes with 3 filters in case you want a different amount of bass mixed in your music. Personally, I find the white filters to be the most balanced of the three.
In conclusion,
There's a reason why these two are considered TOTL IEMs. They're both well worth the price that each company charges for them. If you are stuck in a situation that was once similar to mine, my best advice would be to just buy both, and return the one you don't like as much (which is pretty damn hard lol). As for me, I prefer the IE800s, but I can easily see why people prefer the SE846s.
Just my two cents.