On Buying Stereo Headphones
I assume that you have tested your hearing. If not, go here.
With respect to headphones, you must decide whether you like the sound of closed-back headphones or open-back headphones.
You may be able to test this at a local electronics store. They often have a series of headphones set up. Go in and try them out.
I think you should start out with two pairs of headphones: dirt cheap and cheap. Try to keep the combined price under $80. Here's why. If you do an A/B test with two headphones, and you cannot hear any difference, you will not need to buy a $150 pair or a $300 pair or a $500 pair. Your ears are shot.
I recommend closed-back headphones for the test. Keep out all distracting noise. You are testing your ears, not the headphones.
The best headphones under $25 are these: Monoprice 108323.
They are mind-boggling good. They are so good that your ears have to be under age 50 to justify buying more expensive headphones. The sound you get with these is better than a $300 speaker system -- maybe more. Headphones in general maximize your sound experience per dollar. (Note: I like closed-back headphones, and my ears are way over 50.)
The best headphones under $40 are these: Superlux HD668B. These are semi-open.
If you want my assessment, I prefer the Monoprice headphones. Together, the total cost is about $70.
I would burn them in: 100 hours of playing. I would hook each pair to an older computer/amplifier (I have several), and play them for 4 days. I would not listen. Headphones need at least 100 hours to reach their sweet spot. That is the opinion of lots of audiophiles, but there are critics of the theory. I recommend doing this, just so you're sure. Do not second-guess yourself. Use this: http://www.tekfusiontechnologies.com/burn-in.
Test your ears with the product described here.
http://www.hdtracks.com/the-ultimate-headphone-demonstration-disc-162130
If either of these headphones sound better, you can consider buying a pair of headphones costing $150 or more. That's because you can hear the difference Sound is highly personal. If my ears were better, I would start here.
If you buy a pair, burn them in. If they sound no better than the Superlux phones, send them back. Get a refund. You legally have 30 days. I would send a check to the company for $25. It's a hassle to take them back and re-package them. The company lost money on the deal. But you should not keep a product that does not meet the competition. Mail-order commerce factors in returns. This is how buyers are protected.