Do headphones requiere break-in?

What Nglazer said. I almost sent back my Sennheiser 650's because they sounded horrible when brand new. Like your Grado's, no bass or highs. Then they just opened up and sound glorious with hours on them.
Give them some time, they'll come around.

Hi Tiofelon

From perusing threads in HeadFi various headphones do benefit from break-in according to the users there. With each set of cans it is different. I say give it about 50 to 100 hours. There is a video on youtube of 12 hours of white noise. I've used that to break-in my headphones when I'm away from the computer.

Absolutly Yes. Good rule of thumb is 100-300 hours. Depending in the phones. Don't just leave them on 24/7. Give them a break every 4-6 hours.

Yeah they do, usually about a minimum of 20 hours playing nonstop at least. But there are a lot better phones out there if you have money, from $700 for the Hifiman HE500 (awesome to me and a bargain) to the $2000 Fostex TH900. It sounds like both of these would suit your taste. Check out head-fi (with a great thread on 50 flagships compared).