I just recently upgraded to Heimdalls and I love them! Really opened up my soundstage and lifted a veil! You know, the usual you hear about re-discovering your music collection.
I had Nordost Blue Heavens throughout my system until earlier this year. Then I tried Baldurs between my CD and preamp. I noticed an improvement, but it didn't wow me. I really believe in running the same cables throughout my system, so then I added Baldurs between my preamp and amp. Better, but less improvement than the first move provided.
At that point, I decided to go a little further up than planned and try the Heimdalls between my CD and preamp. Yes! The improvement really knocked me over! Of course, then I had to try the Heimdalls between the preamp and amp. That's when everything really fell into place as described above. All this time I had the Blue Heaven speaker cables in place. I found a good deal on Heimdall speaker cables shortly afterwards, so now I am set.
Cary 306/200 CD player
Cary SLP-2002 preamp
Parasound JC1 monoblocks
Vantages
I haven't tried the Frey or other models higher up in the Nordost chain, but I highly recommend the Heimdalls, as they are a bigger upgrade from the Baldurs than the Baldurs are from the Blue Heavens. By the way, I talked with someone at Nordost about these three cables, and he said that the Heimdalls are the biggest bang for the buck in their new line, "close to the Valhallas."