Just to clarify, do you mean to say that a better headphone will let me better see the difference in the quality of digital to analog conversion different DACs (whether it be one in my J3 or an external DAC like e7) will render? And so if I do get a better headphone, would the difference be great enough to be considered significant?
A better headphone means greater potential. While across the board the sound should be better weather it be your mp3 player or from a DAC/amp, the improvement will one crippled by the mp3 player's lack of a properly amplified signal and limited power output.
Think of a headphone upgrade as a car upgrade from a standard car to a sports car. It has the potential to perform much better than a regular car, but not if you fill it with regular gas. For the sports car to properly perform and operate as intended, you need premium gas.