Here are some pictures and a small opinion of it for you guys:
First of all, keep in mind that I come from a NWZ-S545. So this review is actually based on what differences I could perceive using the XBA-30 headphones. My exact model is the NWZ F886 but the other models should only change in capacity (except for the ZX1).
(My old walkman... it served me well, so I gave it to a friend which I know will take good care of it)
I tested exactly the same library of songs that I had with the older Walkman and... first of all, let me tell you that my older walkman couldn't drive the XBA-30 earphones

. This was clearly apparent after I plugged them in the NWZ-F886, the bass that was not present on the older walkman suddenly appeared. Note that this headphones are supposed to have a plain response (no v shaped). However my older walkman did its best using the EP-600 earphones from creative, which were around 10 pounds on amazon.
Having said this, I could only compare my older walkman using the creative earphones, which, in my opinion... it's a bit unfair. As I said however, they fare quite well and the differences, while were little, at the same were too significant.
I'm a purist person, so no eq and no audio enhancements whatsoever.
Differences:
NWZ-S455 - Bass: The creative earphones were already on the dark side, a bit of too much bass that often muffled other instruments, none the less it was not too severe, but I still could hear the instruments better on my desktop pc (I use a creative soundblaster z in it).
NWZ-F886 - Bass: This is what I wanted, almost the a bit less of bass, yet WITH bass but without muffling the other instruments, it's really impressive for me hearing the other instruments using a mere portable device... note that I still need to use it more, but so far the instruments that I remember were missing so far still there.
NWZ-F886 - Soundstage: Better compared to the older walkman, but this is to be expected by the XBA-30 earphones, however, even discarding the bass problem in the older walkman, I still heard more soundstage on the F886, how much is difficult to quantize but is notorious.
Overall the player has, in my limited opinion, a more balanced output, not to dark neither bright, so far I'm failing to see any problems on "complicated music parts" as other have mentioned, considering that the test songs were the Falcom origin super arrange album and Nemesis from Stratovarious... I would say it's quite fast and complicated music for the test.
Some other photos:

Customs got me on the plastic cover...

That's a very nice song...

The DSC-QX100 camera attached to the NWZ-F886.
Something that I really liked is that my experience with the QX100 was immensely better with the NWZ-F886 than with my phone, which is a RAZRi xt890. This is because there are no hiccups on the video feed transmission to the F886, compared to my phone, that often happened and I had to wait 2 seconds to recover it... it's really impressive.
Perhaps the only thing that I don't like of the F886 it was that the walkman UI is not as fast as the one of my older walkman

... but I guess that comes with all the improvements done to it and also that it's an android device with a music player rather than being just a music player, so possibilities are endless.
Finally if you have any questions please feel free to ask, I'll try to answer them.