Pair them with a good DAC (I'm running Apogee Duet) and a nice tube amp (I'm running Little Dot Mk III) and be done with it. Expensive? Well I bought the iGrados, the SR80's. 325is's. And thought next step is RS1000. Got these and saved myself $1000 bucks because I knew I'd want to keep going so I skipped the RS's. Especially after the 325is's. Love that Grado sound. Since music is now mostly computer based, my Krell + 6 foot tall Martin Logan Sequels don't get much use. These Grados take me back to being there in the music.
Other phones: Ultrasone Pro 750 (nice), HFI580 (nice), Senn 280 (ok), 380 (ok+), PX200 (great for a small phone). Sony MDR-V6 (good for mixing, not pleasant. Use them on my digital piano mostly). IEM's Etymotic ER6i (No! Shrill!), Klipsch S4(brilliant!). And, bless their hearts, Bose In Ear - these are actually useful for me at work because the sound is warm, they're comfortable, and I can pull them out quick. Not audiophile, take way too much power for portables, but I have to defend these as a good option for earbuds. Audio Technica ATH-ANC1 for noise cancelling, good for public transit, airplanes, priced correctly vs overhyped Bose.