I currently use a pair of Grado RS-2 headphones with a grace 901 amp. I love my headphone setup, it really brings out the details in a recording. when I purchased mine, it was close between the grado headphones and the Senn HD-600 (at the time, I couldn't find the HD-650 to listen locally), but the Grado cans sounded more full and lively.
as with much of the gear we use, once you get into the really nice stuff by Grado, Senn., AKG, it's really a matter of preference.
So find youself a good retailer, bring some of your favorite discs to play, and listen for yourself to see what you like best.