Try www.headfi.com Site for all the headphone junkies. That would be best place for headphone info.
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Try http://www.head-fi.org - you will get better advice on headphones and associated gear there. It is unquestionably the reference headphone site. With your price range you have many, many options.
That said, personally I'd start with the Sennheiser HD-650s. I've owned these, and while they have a somewhat laid back presentation, they are absolutely magical with a first rate source. They can be had for around $350 new on ebay. I think I would also try a Grace 901 headphone amp, which can be had used for around $900 or less. (Don't worry about the 902 unless you need the upgraded DAC, as the headphone amp circuitry is essentially unchanged between the two). That leaves plenty of money for Cardis or Zu Mobius replacement cables for the 650s. Only your ears can tell you which you will find better, but you can buy them both (especially used) and sell the one you don't like as well with little or no loss.
I second the suggestion by HiFidreams about www.headfi.com .
I would also recommend the Sennheiser headphone, either the 580/600 or the 650. They have warm sound and are comfortable to wear for a reasonably long stretch of time.
I would also recommend the Grado Signature series. They are very dynamic, detailed, and forward sounding headphones. They are not the most comfortable things to wear for long stretches. The Grado headphone amp operating on battery is a very nice and inexpensive complement to the Grado headphones.
Ive had very good results with the now defunct Melos headphone amps (regular or Gold). They use tubes and sound wonderful. They can be bought used for not much money and may be used as a great line preamp as well.
Any combination of above headphone/amp will set you back less than $1000. I own them and am very happy with their sound. To get noticeably better sound, you have to go to electrostatic headphones and spend much more money.
As always you will get many good suggestions limited only by our vast differences in personal tastes. That said, I have owned and reviewed many headphone/amp combos and the one I have KEPT (in fact I have TWO of this system- don't ask, I am insane), and which ALWAYS is eminently musical, with plenty of detail, resolution, power and finesse is my Moth Audio S-2A3 amplifier and a set of Sennheiser 650s (or you can use Grado RS-1s but they are much more expensive). The Moth also has the added benefit of being a damn good integrated amplifer you can use with efficient speakers to get terrific sound.
The Moth is built like a freakin tank, can be found used for between $1250 and $1500. The 650s will set you back about $300 and you have money left to buy a Cardas cable for the phones.
Just one of many suggestions.
Good luck in your journey.
Grado's if you like dynamics and a forward presentation...to ME thats not a good thing with phones. I had SR 225 and 325i's...Personally I love the Sennheiser 600 or 650..the difference is not dramatic. 600's are a bargian at under $200. here and ebay. They have much better bass and more air around the instruments. They are indeed a bit more laid back, so it all depends on your wants and preferences.
I use a ASL MG DT OTL Mk3 amp and it provides all the magic needed for true reference tunes. I would suggest you pass on the Cardas cable and go for the Moon Audio Blue Dragon cable. Its a perfect match for the Senns IMO.
Ive owned several Stax electrostatic earphones as well, and they are very good, but you really need to get into their upper Signature models to appreciate them. The lower models tend to be less refined and exhibit less airyness,dynamics and bass. The 4040 Sign. is an excellent set up and good place to start, but the cost is signifigant especially compared to the Senns and a good amp and cable, which makes it less attractive given the Senns/amp/cable combo's performance.