Umm, I agree that the MX500 is not the bass head's choice. But they are good in it's own right.
I can't say that I am too impressed by the type of bass I get from canal phones myself. They are good for isolation, but they still lack the airy "slam" I get from open phones (not limited to headphones).
IMO, it is best to decide whether you want "open" or "closed" or closed phones. If you need the isolation, then the CX300 is definitely the better choices. If you aren't into closed phones, then the MX500 is still one of the better ear buds (although some people have indeed trouble to keep it in the ears). And if you are willing to use over the ear type of phones... Then look into the KSC-35 or 75 as well.