I currently own the SE530 and W3 and have owned the triples in the past. without knowing what sort of music you like, I cant really give you too much in the way of a definite opinion on what would suit you best. I will preface this by saying that these thoughts are mine and are based on my experience and with my gear; I do not want to have to put IMO after every opinion. Also bare in mind that these rating/comments are based solely on being an IEM; some ares an IEM just cant hope to compete with fullsize cans. the proximity of the drivers to the eardrum and the lack of a proper chamber for resonation means that soundstage and to some extent natural SQ suffer.
triples: no comment; my overall rating may upset some people
Highs: hmmmmm piercing, fatiguing highs, deep but not so textured bass, recessed mids. ugly as hell and uncomfortable. As you can see I didnt like them very much, as I have documented in other threads.
soundsatge. this was acceptable but the rest of the package was too much for me to even consoider keeping them. then they failed anyway in a matter of 2 weeks.
SE530: A
these IEM's are very consistent across all genres of music (except perhaps classical) and while they love a good source, they will sound good out of just about anything, they may not wow, but they will sound good. Give them a great source and they will shine
highs: B+
while certainly not the shures strongest area, the highs on these is totally acceptable; especially with quality source and amping synergy. anyone who says they dont improve with amping either hasnt tried it or cant hear IMO. Too much is made of this 'weakness' and it improves even further with the addition of UM56 custom tips. this also adds to the listen-ability of these babies, I can wear them all day without issue.
Mids: A+
Glorious is one word I would use for the SE530 midrange. Ever so slightly euphonic; the texture and layering in this area is nothing short of amazing. Vocals, guitars and synths in this range are rendered with great immediacy; very engaging indeed.
Bass: A
i'm of 2 minds of the bass on the SE530; especially since getting the W3. the quantity is great, doesn't extend as low as the triples or W3 and has great texture and a nice touch of warmth. the thing that can sometimes happen though, is when there is a very complex drumming/bass passage that is also highly dependent on lower mids; it can get just a smidge congested. this caveat wasnt even on my mind until the addition of the W3 to my line-up so it is far from being a deal breaker. I do not notice there being a 'boomy' bass at all. I think this cliche is a result of source quality and tip choice or just plain ******** from people that havent even heard them..
soundstage/headstage: these have quite a large soundstage for IEMs with instrument placement being pretty good really. out of the IEM's I have tried it is only beaten by the W3 in this area
Westone 3: A+
Love'em, these IEM's are a bit touchy, if you feed them crap, they will give you crap back. very revealing and unforgiving. but give them a top notch source and they will reward you. tip choice is very important, and seems to be different with everyone; so I cant make a hard and fast recommendation. although the UM56 is the closest to perfect (as you would expect) it seems to have a great deal to do with the proximity of the driver to the eardrum. the longer tips (tri-flange, standard long comply, UM56) seem to rid the sound of sibilance, which seems to be the biggest problem. with judicious and quality EQ'ing (read rockbox, not ipod EQ) you can emphasize or tame the SQ to your liking; these babies respond very well to EQ. I dont actually find the need much, but when I have, it has definitely worked well. The instrument separation is tremendous as you would expect from a 3 way design.
Highs: A- As has been said the highs aren't as prominent as on the ER4p/s but IMO that amount of hyper-detail and sparkle is unnatural; instruments just dont sound like that; and i'll take better performance across the range over that in a second. for me with UM56 tips, I get no sibilance, so actually my rating would be higher
mids: this is an area of contention here; straight out of the HP out on my iphone 3G perhaps they take just a tiny bit of a back seat, but nothing like the triples. but using a quality source with good amping such as my transportable rig (too long to type in here so check it out in my sig) it is just wonderful. Not as forward as the SE530, but TBH the SE530 is far from natural in this area; wonderful, but not natural. IMO the mids are at about the level that is consistent with being flat; with enough texture and detail to still wow me on a regular basis. The ability of these earphones to create texture and detail in all three ranges simultaneously is what makes this the winner for me.
Bass: A+
WOW the bass on these has such taughtness and slam that I sometimes have to do a double take that i'm listening to an IEM. the texture and vibrancy in this area is amazing. I can see how some people might see it as being a little too much, but not for me. Because of the 3 way design, It doesn't encroach on the rest of the spectrum, or the ability to convey detail in the mids and highs and never gets congested. definitely a strong point.
soundstage: the biggest soundstage I have heard in an IEM, it is also very accurate; movies are wicked on these things thats for sure.
thats about all I can think of at the moment. and of course YMMV, but W3 FTW