Can all headphones handle HIGH Volume levels?

Question....I LOVE listening to my music (Rock, Blues, & Jazz) at fairly LOUD listening levels. Am I at risk of damaging my "cans"? Currently I have the Grado 225s.
Also, I'm a BASS freak! I get somewhat frustrated that my headphones do not deliver....any suggestions on other brands that might be better suited for my tastes?
Thanks for the input!