Yes, I often do late at night, My Denon 2805 has an unually good headphone output.
If you ever get your hands on a DVD which has the audio option of THX headphone (Extreme edition of Terminator II on DVD) you will be doubly stunned.
I just bought a pair of AKG 701 and the odd thing is with these ones, I can switch the sound field from cinima to music to whatever, could never do that with any other headphones. DOn't know why this is, but they sound amazing