Pros: Sound quality, price, comfort, build quality, interchangeable parts
Cons: Nothing
These are not my first headphones. Over the years I had various marks and types, and even an electrostatics (Jecklin Float Electrostat).
But those are the best that I ever heard for the price range. Dynamics is incredible, they sound in a very natural way, bass is full but very fast, midrange is very clean and warm, treble is detailed but always sweet, one can listen to all types of music with the same pleasure, and without any auditive tiredness.
Of course, like with all high end headphones, it is obligatory to listen to them with a dedicated amplifier to obtain the best sound.
I use a G&W T2.6F, a hybrid chinese headphones amp, with tubes on the input and pure class A single-ended MOSFETs on the output.
It has all the necessary power to drive the Senn HD580 perfectly.
In conclusion, a royal listening.
Maybe you could try another amp to drive the Senns. Which one do you currently use ? I think it could make a difference, because the Senns are quiet sensitive to this. They deserve really the best quality. For the "inside your head feeling" I agree with you. Although they are of the semi-open type, they are not as open as some electrostatics. My old Jecklin electrostats were fabulous in this sense, but the counterpart was very light bass that didn't go low enough in frequency.
As I said in my review, I think that for the price, it is dificult to find something better. Of course for big money you will certainly find something more suited to your taste.
Cheers, staki