I've never seen or heard the Westone models, but going by the review and the price. I would go with Sennheiser or Grado 'cans' in that price range. If you're all about the bass, cans are the only way to go.
Sennheiser USA - Over Ear Headphones HD 600 - Highest Quality for MP3, DAT, DVD, MD, CD Players - Private Audio
and a small amp to drive them. Something like this:
FiiO E7 Headphone Amplifier/USB DAC Review | Anything But iPod
If you want to stay with the in-ear style, I have a Cowan D2 and pair of Phonak Audeo PFE in-ear phones that are the best small phones I've ever heard. They use the same compressible foam inserts shown on the pair you linked to, but also have a very flexible cable and silicon guides that loop the cable over the top of the ear and down the back of the neck. Keeps the cables out of the way, they're very comfortable and sound amazing.
Phonak Audéo PFE (Perfect Fit Earphone) Review | Anything But iPod
The new style have better bass response than those reviewed (the ones I have), which have good bass response, better than any small earphone I've heard. The compressible foam insert seems to be the trick. It seals the ear canal around the phone, which makes better bass and blocks external noise. And did I mention they're comfortable??!!
The "non flexible cable" on the pair you linked would be a deal killer for me, I move around a lot and non flexible cables popping the phones out of my ears all the time would drive me crazy.
My brother has the Klipsch X10i's they compare the Westone 4's too in the article, he and I both prefer the Phonak phones for comfort and sound. But since I haven't heard the Westones. I'm can't compare directly.
Good luck.