I also have the ES2 and the E500. If you crave soundstage, the E500 does have a wider soundstage, but it's also more laid-back. The ES2 has a more upfront sound, the soundstage is not quite as wide, but it's also fairly big and the overall sound is very engaging.
I disagreet that the ES2 has less detail than the E500. To my ear, the ES2 retreives more inner detail, but because it has a softer top end, a lot of detail is more recessed and is a bit harder to hear. However, tone and texture that are lost on the E500 come out on the ES2.
I think the E500 has a very big edge in the bass department, actually. The ES2's bass extension is noticeably worse, and the E500's deep bass is more thunderous. I'd say that they're close in terms of tightness, though the ES2 has a more pronounced midbass, whereas the E500 is more linear.
I prefer the ES2 on rock by a long, long margin. I also prefer it on some ambient as it has much better representation of vocals. I think the E500 shines on very chilled out ambient material, with a very wide soundfield and tons of tiny samples, and it definitely shines in anything that has a lot of well-produced, powerful bass (a lot of psytrance and the like). The E500's bass is quieter than the ES2, but when there's a lot of it on the recording, especially the deep bass, it comes out and rocks your head.
Honestly, I think the ES2 is in a higher class sonically, pure and simple. It's more refined, airier, with a much better midrange and a lovely musical presentation that still remains quite accurate and fairly neutral. The E500 is more "hi-fi-ish", with it's thunderous deep bass and more emphasized detail and wider soundstage. It impresses at first, but it lacks the refinement or the vivideness or the absolutely lovely tone of the ES2. However, in the bass department, the E500 is king.
The E500 may also be a better purchase than the ES2 since it has resale value, whereas the ES2 does not. Now, the ES2 I think is tops in the canalphone department, though admittedly my opinion is deeply flawed since I haven't heard any other custom canalphones. But, the E500 doesn't dent your wallet by nearly the same amount, and other people can use it too, which is a plus. It's irritating to me to loudly proclaim how great the ES2 is, and not be able to back it up, since no one other than me can use it.
Anyway, hope this helps. My opinion has changed a bit on the ES2 and E500, as is evident from this post. I still use the ES2 all the time, while the E500 sits there ready to be sold, as soon as a few friends come back and have a listen to it first.
[Edit: the inner tubes are of a softer silicone material. I say "softer" instead of "soft" since "soft" they aren't. They're slightly less hard than stainless steel, I suppose, and you can bend them, though I'm not sure you'd want to. Comfort here will come from the quality of the fit, not the softness of the ear piece. However, comfort on the ES2 is miles ahead of the E500, as well it should be. The ES2 is also much easier to put in, whereas the E500 requires a lot of fussing about with tips and positioning.]
