Which headphones??

Check out these sites:
http://headfonics.com/
http://www.head-fi.org/
http://headphonereviews.org/
http://www.headphoneinfo.com/
http://www.headphone.com/
I can't stress enough the need to try each and any headphone you plan on using as they are very particular and unique to each and every set of ears. No two will sound alike to any two people you care to mention. Listener bias is the only deciding factor. For starters, get yourself down to the local Guitar Center or someplace similar and really listen to their demos. If you really want to torture yourself, go to any high end audio show and give a listen to the really good cans and they'll ruin you for keeping your budget low.

I thought I'd heard everything until I listened to some Audize cans through a Eddie Current tube headphone amp and only then did I understand what Srajan over at 6moons talks about when he describes performers as "lit up from within" and his particular way of describing musical events. It was a hauntingly beautiful experience and saddens me to know I'll never hear it again until the next show.

Good luck.
Nonoise

Senns are excellent phones; I've been using a pair of 600s for the past 15 years and they are sonically satisfying and comfortable. If you can find a good pair of used 600s or 650s you might want to consider.

Sennheiser 600 headphones and Bada hybrid tube amp. Very dynamic!

just recently decided to purchase Mytek 192 DAC-preamp-headphone amp with BeyerDynamic T70 closed headphones. This combo made me forget my speakers for already more than a week.
got the deal cut to $2k for both brand new components including all taxes from Moon Audio. having this combo you're guaranteed to hear only music and nothing or no one else!

I can't stress enough the need to try each and any headphone you plan on using as they are very particular and unique to each and every set of ears. No two will sound alike to any two people you care to mention. Listener bias is the only deciding factor.
Nonoise

Agree with this. Another reason to audition is comfort. I have never been able to use over the ear phones for any length of time, max out at about 30 mins. What does work for me are in ear monitors. Their sound can be quite good also.