best in ear monitors

My search for great headphones has lead me to consider some in ear monitors. Anyone have experience with both the Shure SE530 and the Westone UM2? I'd appreciate any thoughts.

I don't know about them but I do have the Shure E3C and use molds. I like them very much and would recommend the higher end ones if you want to spend more.

Good Luck-
Just a word of warning - the frequency response of IEM's (and headphones in general) is VERY dependent on the impedance curve of the unit, and of the amplifier. I saw a test recently where the frequency response can very by 3dB just by changing the amplifier. You should pay little heed to what people are saying on the net and concentrate on finding monitors that are known good combinations, or will work with what you have.
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!
My favorites have been Westone UM2's (with the Shure "black foamie" tips, but now the Westone 3 has just been released (in the past couple of weeks).

I've got a pair of Westone 3's at home and they are just a bit more neutral top to bottom, more extended in the treble while still refined, and more detailed in the bass while still very deep in bass.

Overall it seems a very noticeable incremental improvement top to bottom, while retaining the very natural and musical family sound.

I've tried almost everything out there and I think that for the audiophile who is sensitive to natural and refined sound, the Westone 3 or UM2 are best.

Also Westone seems to make the most comfortable in-ear earphones, which is a MAJOR issue for many people with these types of phones.