I eq everything, but i do it using a sine wave in order to remove peaks and valleys from my cans. once i get them flat, i leave it like that no matter what im listening to, unless i decide i want a little more bass or treble in a particularly crappy recording. I do this because many headphones actually have some pretty radical imbalances and fixing them really brings out their true potential IMHO.
Of course like many people have made clear its ultimately about what you like. No one knows what you hear compared to someone else, maybe your eq settings produce nice balance to your ears...