I currently use the Shure E4's, but I have heard their other models as well. I like them all, and the upper models are definitely worth the extra expense. I like the Shure's as much for what I don't hear as what I do. When the music is on (and I'm not talking loud), something will have to be pretty loud to even begin to intrude on your music. I wear mine cutting grass! If you have a good seal, you will be rewarded with a detailed and musical presentation, without being overly analytical. In this regard, the new black foam sleeves are by far the best.
That is my main problem with some of the other in-ear monitor manufacturers. Short of their ultra-expensive custom-made models, it is very difficult to get a good seal with them. The Etymotics have to practically poke your brain before they seal, and the Ultimate Ears are simply odd-shaped. The hard foam sleeves solve both of these problems, comfortably conforming to your ear canal. I can wear my E4's literally all day long.
As for absolute sound quality, none of these models will give you great sound without a great seal. The new Shure models, 310 and up, are fantastic once you achieve that seal. If you can afford the 530's, I would definitely say go for it!
Also, I use my Shure's both with and without a headphone amp. I use a Total Bithead amp with my laptop, but for convenience and portability I go without when listening to my mp3 player. The amp does make a positive difference, but certainly not enough to make me say that you have to have one. The headphones themselves will open up a whole new world for you.
Happy Listening!
