This is not a step by step review with detailed analysis, just some thoughts about these amazing earphones I own now.
I sold my Shure 215 and as they were my only headset, I decided to get a cheap option with mic just in case I need it. KZ ZST X was my choice because of its price (obviously) and good feedback. I didn't care much about headset fidelity and sound precision, but if the internet says it's cheap and neat, why not try it.
ZST X arrived in a nice little box with extra foams outside it in the package. First thing that impressed me is build quality. I couldn't expect this of 16$ thing; in comparison Shure white edition gets 3/5, while KZ deserves 4.5/5 at least. Cable isn't very soft, but it feels firm and reliable, reminds me of reinforced cable of Shure 215 clear edition that was really good. Microphonic effect occurs only if you rub the cable very close to the earphone itself. Plastic shell is... well, plastic. Very fine seams, overall good-looking. Ear hooks are rigid, that's good to my preference, not sure if it works for everyone.
The way ZST X sound confirms my theory of IEMs: their price is growing exponentially, while the sound quality grows in arithmetic progression. I compare two IEMs I have now, LZ A7 and ZST X, and you know, it is far from 20x difference in terms of sound. I can't compare directly to Shure as I don't own them anymore, but I would decribe ZST X as the same as Shure, but with more punchy and less overwhelming bass and more clear, not so much faded trebles. Typical V-shape, but well designed. Beautiful combination of DD and BA advantages. Bass is punchy and deep as hell, very dark signature, but it doesn't become a murmuring mess, like it was with Shure, very articulated. Not so articulated upper mids, but higher frequencies make BA driver presence audible. Nothing to compare with LZ A7 piezo, nowhere to get lost (I get lost a lot listening to pure drum sessions in LZ A7, best music for these earphones). In turn, LZ A7 is nothing close to deep bass of ZST X, there's absolutely no flesh in it.
My conclusion after first impression is - instead of getting a cheap headset that 'simply works' I got a treasure with same old V-shape basshead sound. They won't become my main earphones anymore, as I am moving towards more monitor and analytical sound, and LZ A7 is a step to this field. But while I am in transition, ZST X will be my good friends on the go. Cheap, firm and tightly connected to the cable IEMs are best for travelling, camping, running etc., so I would recommend it to anyone with active attitude. Their dark signature will help me enjoy all of my music library, including lo-fi records that just sound weird on expencive equipment.