I haven't been following this thread, but the B&W P5 are supposed to be really really awesome!!  Congratulations. 
 
I posted this in the Purchases thread, but I just bought a pair of Phiaton Moderna MS-400 headphones. 
 Review.
Another review from Head-fi
Review.
Another review from Head-fi.
I got them because they're supposed to be easy to drive and still sound good un-amped.    I could have bought them in all-black, but the red pair are less boring!!  I was also considering:
 -Denon D510r (includes iPhone remote, but I thought the sound quality wasn't close to being  "best in class")
- Klipsch Image One (supposedly has overwhelming bass, recessed mids, and not particularly good treble)
- Shure SRH-750 and 840 (both are too big)
- Beyerdynamics t50p (was in serious consideration, but some reviews have said the bass is good, and some say it's not enough!).   
I would have liked the P5s, but I don't have the money!!  Also, the hardshell case included with the Phiatons, and their foldability, make them more portable. 
 
I also bought a pair of Denon C560r in-ears.  I bought the same pair 6 months ago, but I lost them.  

   As far as I know, they're one of the best "iPhone" IEMs (i.e. includes remote control)  on the market.