I love my K501s and HD580s for jazz, but my favorites, jazz-wise, are my YH-1 Yamaha orthos. They're older than I am and still going strong. It's a certain taste, but I find the warm sound and great midrange does wonders for jazz, especially vocal jazz. Of course, the downside is that they need dampening, are hard to drive, and are very, very out of production.
As for amps--it depends on your CD player. Some might have a good enough headphone out to passably drive hard-to-drive 'phones, but I wouldn't count on it. On the plus side, you probably don't need a DAC, since your CD player should have a decent one already. If you end up going with hard-to-drive 'phones (and most of the ones recommended in this thread are), I'd recommend picking up an inexpensive amp (maybe a Starving Student off the FS forum?) to go with them.