Maybe I can help a little having had both the klipsch x10i and Westone 2.
Don't really know what you listen to but I prefer the sound of the westone to the klipsch, and I tend to listen to a lot of rock/metal type music. The Westone 2 gives up a little bass to the top range tier but thats it. Main reason I got the klipsch was a)was curious and b)it was on offer at the time. One other thing to note is that the westone has bomb proof construction as well as a decent guarantee. Whilst the klipsch has a few reported cable failings. Both are small and easy to fit (having said that I did get both remolded into customs by fisher, sadly I have to wait another week to get the fit sorted out but thats the risk of customs)and offer great isolation if that's required. Both run fine out of an 3rd gen Ipod touch that I use without any need for an amp.
The main differences between westone 3 and um3x is that the um3x is designed more for the stage artists, it also has a slightly different designed body/shell to the 3. The westone 3 is aimed more at the consumer with bigger bass etc.
Here's a couple of threads from headfi that may or may not help, happy reading :-
http://www.head-fi.org/t/458399/westone-2-true-fit-iem-appreciation-impressions-thread
http://www.head-fi.org/t/382767/westone-3-impressions-and-appreciation-thread
http://www.head-fi.org/t/422240/westone-um3x-appreciation-thread
Cheers