Unless I drag a generator behind me, the Stax are not an option when walking around with the iPod. (and it is surprising by the way how relatively convincing the iPod is when connected to this rather unforgiving phone).
The EX71 are good value for money, I think they are physically designed with a better eye for detail, with nicer design touches than the Shure/Ety phones and the sound will satisfy bassheads, although after a while the very one-note bass becomes boring, and the highs are pretty harsh. There's some evidence that these phones "settle down" over time due to the build-up of oil inside the assembly, where it becomes mellower. They are inferior in various aspects to the Shure E2c / E3c... although the Shures have some tradeoffs too. You do get generally what you pay for, although the more you pay the smaller the steps become.
The E5 is my choice for portable use. I haven't really got into custom in-ears as I didn't think it was warranted until now. The E5 gives you sledgehammer bass when the music demands it, but you get the detail with it as well but without any annoyingly harsh highs. But to tell the truth, although with my listening experience I'm way past the 'treble = detail' stage the E5 really could do with just a bit more in the trebles... it's been rolled off slightly too much. But the E5's combination of attributes of mild / relatively balanced sound, non-pedantic detail, superior isolation and good wear comfort does add up to hours of unfatiguing listening. One other complaint is something I thought I'd never say about a headphone... I'd like them to be less efficient.
I prefer to do my analytical listening at home, and when portable (while I do require a certain degree of precision) I prefer to be entertained. The E5 does just that. Coming off any of my premium phones, I can't adapt to the Etymotics' compromised interpretation of music for portable use. (Note: music, not sound) The Shures have an equal number of sonic compromises but in different areas, and to me they represent a lower level of disruption when coming from my world-class home headphones.
Are they worth $500 in relation to what else is out there? IMO, no. $350's a 'correct' price for one in my view.