Vintage worth the time to explore?

Why not open back headphones like Grado’s for when you want to play it loud? If you don’t want to try that, And I also second:

I find Grados to be very fatiguing and hard on my hearing at loud volumes. The dynamic drivers are right on top of your ears with their inevitable peaks and resonances (due to the simple cup design and driver mounting) that can cause damage at higher SPL. They do have a very exciting sound to them, but I can't listen long. Their PS500e (now discontinued) is probably my favorite of the lot without going back to the long OOP HP1000 series. Stax headphones are by far the easiest on my ears at loud volumes (same relative SPL) BUT the wrinkle is it’s hard for their dedicated amps to drive them to loud volumes. The Lambda-series Stax are easier to drive than Omega-class Stax, so they’re an excellent choice for starting out in Stax. Alternatively, get an old Stax step-down transformer box (e.g. SRD-7 Pro) that will allow Stax to be run off a normal stereo amplifier. There are also some newer alternatives for adapter boxes, but I’m not sure if they’re good. Even the old 1984 Stax Lambda Pro (or older yet - 1979’s Stax Lambda "Normal bias") still sounds AMAZING by today’s standards.

If you can stretch it the ES Lab ES-R10 (dynamic headphone and a surprisingly good replica of the legendary Sony MDR-R10) has an amazing balance of sound quality, being easy on the ears, and being easy as hell to drive, but they’re not cheap and they’re a limited run that’s about to dry up.

@mulveling 

Yes, Grado headphones are either liked or disliked, I haven't found too many people in-between. Same with many speaker brands. I totally understand. Stax are great. Have never listened to ES, but will have to search them out.

@butche34 I doubt you’ll necessarily get significantly more warmth out of a vintage amp. Most amps just sound "neutral"-ish. Intentionally warm amps aren’t really thing. You want the amp to get out of the way. Reviewers compare and contrast different amps, so differences are exaggerated. You could add a tube pre-amp or play with EQ presets to add "warmth". I don’t have much experience with that.

I’m sort of an audio newbie as well. I dipped my toes with a overpriced poorly built buzzing tube amplifier, a dirt cheap 10W Tripath class D mini amp and a dirt cheap vintage Continental Edison PA 9109. They all sound pretty similar with my speakers (Closer Acoustics Ogy).

The Marantz PM6005 is simply great and not worth upgrading.

Re: vintage amps. They’re so affordable if you know where to look: thrift stores, local classfields, flea markets, garage sales etc... Be warned that the condition will be rather ’poor’: dusty circuit boards and you’ll have to replace a bunch of transistors. So contact a local hi-fi repair shop and they’ll definitely guide you in the right direction or fix your amp like new for $100 or less. Or you could buy an old refurbished amp from a pro for $200 with a 3 month warranty.

I bought a dusty Continental Edison PA9109 (20W AB amplifier) for 40€ from a local ad. It’s a pretty unremarkable amp on paper. The amp stopped working after 1 month. I went to a local Hi-Fi repair shop and got my unit refurbished for 84€. The shop owner told me that he replaced at least half of the transistors and he cleaned the inside really well. I would do it all over again. 124€ for an amp is a steal. If it stops working in a decade or two I’ll just get it fixed again.

Unfortunately, the internet hyped up the good overbuilt, over-performing models from Pioneer, Sansui, Harmon Kardon, B&O, Marantz, Luxman etc... So you’ll be stuck with run-of-the-mill brands like Kenwood, Technics etc... in the < $200 range. Or spend $600~$800 on the ’good’ stuff.

And I doubt that there will be a significant difference with your Marantz PM6005.

I've found there are some good deals on refurbished vintage receivers or integrateds as long as they re not the high power models. For me it was Harman Kardon HK430 and Yamaha CR-400 receivers...

Absolutely!! My Continental Edison PA 9109 only outputs 25W. So potential buyers are totally turned off and the prices dip. Prices double or triple when you hit 50W. 

My 25W amp is more than powerful enough to blow up my bookshelf speakers. And I get more bass compared to my 10W Tripath mini amp.