I owned the SE530 and have the W3 now.
The SE530 were nice, but just a bit too "vanilla" for me. Smooth as silk but a bit rolled-off in the treble. Made everything sound nice but lacking a bit of wow factor. I hear the SE535 added some bite to the highs, so I'd be curious to hear them!
By comparison, the W3s are definitely a notch more aggressive. I don't find sibiliance an issue, but I do find they can get a bit muddy at times with poorly recorded tracks or the wrong songs. I don't find them particularly fatiguing, which seems to be their main criticism, but they lack the poise of the Shures or something like the new ATK-CK100Pros (just listened to them yesterday and their clarity was amazing).
Overall, the W3s get the slight nod for being more "fun" though their sub-bass mudiness puts me off at times...and I owned the W4 too and MUCH prefer the W3. W4 was just boring IMHO, completely lacking any character, very open sounding but somehow lifeless.