Are they pretty comparable to Zipp 303's?
Or are they kind of the black sheep of the HED stinger lineup...... ie. just too shallow in depth to bother with, better to go with 4's, 5's or 6's (for road riding, not TT'ing)?

I think if you do a lot of climbing I would consider the 3s but otherwise would go with the 4 or 6.
I personally ride 4 front wheel and 6 with power tap rear and do century rides with over 11.000ft of climbing at my cycle camps and like the setup.
I also would like to mention I have 25mm Continental Competition tubulars mounted and my bikes ride like a Cadillac. I just sold a set of 6s to my friend and he rides Zipp, Madfibers and Mavic tubulars and told me the Stingers are the best ride he had so far.

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Pfeiffer's Rennrad Camp and Cycling Coach
Independent HED Wheels/Powertap Dealer