Hi. I have been using a pair of Sennheiser CX500's for the last year, but like you, fancied an upgrade. I have just purchased a pair of Klipsch X5's, and have to say, the upgrade is well worth it. The bass isn't as fierce as the Sennheisers, but the treble and clarity are far superior!! Don't get me wrong though, there is bass, it's just more of a natural sound in my opinion.
I suppose it all comes down to what kind of price you are looking to pay. I purchased the Klipsch X5's for £80.00 off Ebay, but it was a reputable seller who included a receipt from a couple of months ago. Just beware of the 'many' fakes that are available on the site.
P.S, Play.com are doing the Sennheiser IE8's at £134.99, I considered these before the reduction in price, but they were just too much money at £189.00. Now they would be tempting due to the adjustable bass.