Headphone Listeners?

I'm at a bit of a crossroads in my system building, and I'm looking for input from anyone who spends a substantial amount of time listening to headphones--and anyone who can't stand them for particular reasons, too. My current system is modest, as are my means, and having gotten tired of "upgrading" in incremental half-measures I've decided that I want to start gradually building around better gear that's worth keeping. The problem is that I'll be saving a long time to get the gear I want, and in the meantime an excellent headphone rig--and the sound I'm going for--is much more in reach.

I auditioned a pair of Sennheiser HD600s with the Antique Sound Lab MG DT OTL mkIII and LOVED it. It's exactly the sound I want: rich midrange, SET magic, a full bottom end, and slightly laid back highs. The listening I did was a revelation, but unfortunately brief. I'd like to hear from anyone who's spent a satisfying length of time using headphones for most of their critical listening. Since I occasionally use a pair of AKG K501s through my amp's headphone jack and find them a bit too up-front and fatiguing, I worry about listening fatigue being higher with headphones in general. Through speakers or headphones, I listen at 60 to 80 dB max. In my short listen to the Senn/ASL combo I felt I could listen for hours. What are the down-sides?

For context: My current system is an NAD C325BEE with KEF Q15 speakers, fed by a Sony Playstation One, Marantz changer, and Technics/Shure combo through a Cambridge 540P. I've paid a lot of attention to setup and as much room treatment as my wife will go for. The sound is basically satisfying, and aside from an occasional "hardness" in its sound that might still be the room its sins are mostly of omission. If I do go the headphone route now, I'll set it up separately and probably live with the system as stands for another year or more before I begin to upgrade it piece by piece.

If it helps, I listen to about 60% small combo jazz, 20% classical (evenly split between small and large scale), and 20% rock (mostly indie). Thanks in advance for sharing your experience. Are headphones another half-measure or one path to the promised land?