I've owned a ship-load of headphones/amp combinations and I prefer my speaker rig to anything headphoens I've ever owned/heard.
Rough costs (retail) w/o sources:
Cain & Cain Abby: $1700
M&K MX-90 Sub: $1200 (discontinued)
Fi 2a3 SE monos: $4000
EE Minimax SE pre: $1500
PS Audio P-300 w/ MW: $1200
Additional money for various interconnects, power cords, speaker cables, tubes, room treatments, stands, sources, phono pre, etc.