Noobie here. I can't say a lot for many of these that are recommended here since I haven't heard them all, but I can say that for my taste that the Sennheiser HD-25-1's are great. I spent a lot of time this last week checking them out and have to say that if you don't have the money for/want an amp or are worried about driving them, these are very sensitve, have great imaging and a surprising amount of deep bass for a smallish closed can. The highs are clean and not crisp or harsh at all. I found a pair at E-Tronics for $144 new and at that price they are a steal. Granted I am sure that they will require some break in since the ones I demoed were very well used. The only thing that I am unsure of is the headband, the split at the top is kind of useless to me, I guess that I could use it to wrap around my forehead or something but the real use still eludes me. It is still comfortable. There is one caveate thought, they can get very loud, to the point of pain without distorting. That can be good or bad I guess.
Of course I am coming from a long line of off the shelf junk, but the difference was so dramatic that I can't imagine anything in this price range coming very close without an external amp.