You can find headphones for $200, but based on my observations of your other audio goals in other posts you would not be happy with them for anything except the privacy they can provide.
At a minimum you need not only good phones but a seperate amp as well. I used to listen to some electrostatic headphones (STAX) and they were simply amazing, unbelievable clarity and absence of distortion unlike anything I've ever heard from speakers. But, in the long run I like the soundstaging effects of properly set up speakers. The in-the-head effect becomes more distractive than anything else. They are a great tool for diagnostic and analytical purposes though. You will hear everything going on in the recordings and your equipment. FWIW.