Looking for closed back headphone advice

So I haven't purchased headphones in many years. I just recently updated my home stereo and am very happy with what I have. However, I'd like to relax with some headphones and I'd like to ask about some good, quality closed back headphones. My budget is around $700. There's only one audio store in town and they don't carry very much and they tend to have poor customer service. I'd like to purchase from a dealer who has a 30-60 return policy in case I don't like them and need an exchange. Any suggestions would greatly be appreciated. Thanks!
..depends how good you want to get.....take a look at Sure Se846 CL
If you get it from Amazon, et al, you can have a 30 day free return listen
What are the most important sound characteristics you’re looking for in a headphone, and why only closed back?
I have used Stax headphones for years, most recently a pair of 009s with a Stax SRM-T1S. I love them, but missed the intimacy and isolation of closed-back phones. I found a used pair of Audeze LCD-XC phones here for around $800. They are not quite as transparent as the Stax phones, but my Benchmark DAC1 improved them. Now, I find myself listening to them more than my Stax setup. Just my two cents.
Thanks for the recommendations---I like the flexibility of the closed backs in case I need to travel with them. So far, I've been looking at Focal, Sony, Shure, Sennheiser, Beyerdynamic, Dan Clark Audio, Denon, Master Dynamic and a few more. I keep seeing great reviews about the Grado RS2E but, of course, they're open back. But maybe I should consider them. Are there any brands I should avoid?? 
With your $700 budget, I would look to Sennheiser, Denon or Beyerdynamic. There's a pair of Beyerdynamic T-1s for sale here now. You decide.
Ok before you choose cans what are you driving them with?If you don't have a good front end your wasting $...If you have a decent front end look at the Planar Magnetic headphones from Audeze,HiFiMan or Mr.Speakers...If you don't have a good amp look at the Sennheisers between $100.00 & $200.00 or the Planar Magnetics,again from Audeze & HiFiMan...Pay attention to sensitivity & impedance rating.That will give you an idea how a certain headphone will sound with your amp..You don't want to run a 600 ohm headphone on an amp with 50 ohm output impedance...
The LCD-XC are really nice. Too nice for traveling IMO. They are really beautiful and it would be a shame to have them get all scratched up. They are also really heavy and would be uncomfortable to travel with. I would take a look at the Sony MDR-Z1R if you can stretch your budget. Or get an inexpensive set of cans for travel and leave the LCD-XC at home. Something like the DROP + FOSTEX T-X0 II when they come out. 
I have been looking for a new pair of closed back phones.

Stopped by a dealer today and ended up with a pair of Sony mdr 1am2.

Was looking for something closed back not too far off from Open back Grados.
These really hit the mark.

Clean but not as lively through the midrange as Grado but a wonderful balanced delivery with lots of detail top to bottom and with nice wide soundstage for closed phones.

Also very lightweight and comfortable.

You hear everything and everything sounds good.

Also only 16 ohm: easy to drive.

A winner at $299.
As for my amp, I have a Luxman 505uxii integrated amp. I saw the Sony headphones mentioned below and they look interesting as well as the Beyerdynamic. I'm not very well versed on headphone specs and amps so I appreciate the input. Would the Sony 1am2 or the Beyerdynamic work well with my Luxman?
I dug around & find absolutely NO mention of headphone specs on your amp.I suggest before you spend $ you find out exactly what the Output Impedance of the headphone circuit is..Without that information ANY suggestions on what will sound good are purely SPECulation!
The Sony’s are low 16ohm impedance and most any device can drive them including mere cell phone.

I recall certain Beyerdynamic models Come with different impedance options. 

In general higher impedance phones will require beefier amps to drive properly while low impedance models less so. 

Always check that and decide how you will use the phones and with what devices driving them for best results.
Earphones are best run from a dedicated headphone amp.....the connection to receivers et al is very usually inferior.

stringreen:Total PUFFERY!
 Case in point,have had the Creek Evolution 50a integrated amplifier in house recently & the headphone stage rivals ANY dedicated headphone amp I've demo'd or owned(owned Woo Audio,highly modded APPJ Audio & Cavalli,demo'd a dozen others art can jams)..Some companies still make a solid product & Luxman has a rep for beautiful tone from their amps..
Most headphone amps are afterthoughts, so generalizing that a dedicated headphone amp is normally going to be better than one included in a receiver, integrated, or preamp is anything but "puffery".  My Modwright LS 100 has a pretty decent headphone amp, but that's an exception, not the general rule.

With a highly efficient set of inexpensive headphones the difference may not be very noticeable, but I guarantee you that listening to a high quality source with a high quality set of hard to drive headphones like LCD-4 will be a completely different experience with a quality high power headphone amp than with the headphone amp in most integrated amps.
Bel Canto C5i is another integrated amp (digital) that is also a very good headphone amp. 
There are exceptions to every rule, but in general dedicated headphone amps are superior to headphone jacks on integrated amplifiers. Also, CD sound can be further improved by the addition of a quality DAC which often includes headphone output with a volume control. You won’t believe it until you try it.
If you can pick up a pair of the Oppo PM-3s at a good price, they are very, very good and you can drive them with an I-phone with good results.  They were $399 new and are no longer made, so some people are asking high prices, but check around.  Also, the PM1 and PM2 are great as well, but more expensive.  The PM3s are really great though and fit your criteria very well. 
freediver.....those headphone amps in receivers et al are afterthought op amps.  Good for 25 dollar headphones to make noise.