The HD555 is really amazing. It makes the HD202's sound like R25 earphones.
The bass of the HD465 is much deeper than that of the HD555, even with the simple bass mod that I've done on the HD555. It's actually very difficult to tell the difference of the before and after the simple bass mod:
http://www.youtube.com/watch?v=PvQ8PzBrHXE
Both the HD465 and HD202's bass are boosted a bit, compared to the mid-range and high frequency levels, where as the HD555 is much more natural with a very good frequency response on pretty much all the frequencies.
I would still like to try my HD555's on an amplifier, because I think the bass is just limited by my onboard sound and my Asus Xonar DX?
The HD555 + Asus Xonar DX combination is fantastic for gaming. You really get a very good 3D feeling with the emulated 3D. Since the treble response on the HD555's are much better than the HD465 & HD202's, they're definitely much better suited for gaming.
There are a few things that I don't like about the HD555's, like it feels as if it would break easily if you step on it, unlike the HD202's, which simply fall apart and then you reassemble it again. The HD465 has a much more rugged build, but it doesn't fit nearly as comfortable as the HD202 or HD465's, since its on-ear headphones with no rubber-like cushioning like the other 2. The HD202's are very light and quite comfortable.
The other thing that I dislike about the HD555 is that doesn't have a removable audio cable like the HD465, or like my modified HD202's

The last thing that might be a problem for other people is that the HD555's has almost no noise blocking, so you can hear all the sounds around you when you have the headphones on, and other people can hear what you're listening to.
Another great headset from Sennheiser in the same price range as the HD555 is the HD380 Pro DJ. IMO its fit is even more comfortable than that of the HD555's, and its bass is much better too.
If I had to pick headphones again, I'd rather go for the HD380 Pro DJ, which my brother has at this moment.