I've had extensive experience with both models. The M6500i is the clear winner between the two.
The KW500 was an incredible integrated, and listening to it gave you the impression that there simply wasn't much more you could ask for. The M6500i somehow improves upon great. The bass in particular is so well-controlled, real and palpable, but not overemphasized, that it feels like your hearing the music for the first time. Notes start and stop exactly as they should, and you realize you haven't heard that aspect of system really done right before.
Most of these impressions were done using 802D's, but I've also listened to the M6500i on Paradigm S-8's and 803D's.
I've also used the Anthem 225 quite a bit. It's an un-sung hero in the audio world at its price-point, just silly- good for its price actually....but no..it's not even close to being in the same class as either the KW500 or the M6500i.