Schiit Asgard + DacMagic ?

With that budget, I´d look into the NuForce Icon HDP. I used to have one and liked it a lot. Another option is the Audio-gd NFB-11 or NFB-12, depending on if you like a more neutral sound signature (NFB-11) or a warmer, more forgiving of bad recordings (Wolfson chips in NFB-12). The NFB products have a gain switch so I think it might be a better choice as the Icon HDP is made for higher-to-drive headphones like the Sennheiser HD 650. Oh and do you use your PC as a transport? If yes, the NFB ones are so cheap you´ll have money left for an USB SPDIF converter like the Digital Interface from the same company (it should improve the sound of the two). 

If you can spend some more, then you can go really high end with the NFB-10 from Audio-gd... But you´d have to convert your headphone cords to balanced. Oh and at your max budget you could get a dedicated DAC + headphone amp from Audio-gd, the NFB-2 or 3 combined with a C-2 headphone amplifier. It´s a great time to be in the market, lots of great products available that aren´t overpriced. Oh and look into Schiit Audio too, they make good gear for a solid price too.

What kind of a sound signature do you like? 

The Denon D5000 has a non-detachable cable, so the cheapest way would be to terminate it to 4-pin XLR with the Audio-gd kit they sell for around 30 dollars. That requires some DIY-skills / soldering though... But I think it would probably be fairly easy to find someone to do it for you in the US too. That said, if I think about it more, going balanced headphones is quite hardcore. I´d stick with single ended standard gear as a start. Then you won´t have to modify your headphones in any way either, keeping their resell value potentially higher.

NuForce are also US-made and have really good customer support in my experience. Schiit are a very new company, but their first products have been received very well here already. The guys behind the company are audio industry veterans though, I´d say they as just as solid as any other famous company in the business. If you go for the Schiit, you´ll need a separate DAC though. Separate dedicated units are in general a better choice IMO, easier to upgrade and tweak too. If your headphones were the Sennheiser HD 600 or 650, I´d say go for the Icon HDP, but the only real problem with the NuForce product is that they are optimized for headphones that are difficult to drive.

These forums have a strong Audio-gd following (including me), but they aren´t the only choice. It´s just that the value for money in their products is really almost unique in my opinion though (comes with the no-marketing + directly shipped from the factory in China). Their forte is the ACSS gear, which is a special current-transmission technology that uses a proprietary cable that they sell for around 30 dollars. It essentially removes the stress on the cable quality and makes both units to function as a piece of gear in a way, so you won´t have to spend almost anything on interconnects. The NFB-3 + C-2 amplifier with an ACSS cable between them is around 500 dollars. If you could double your budget another very, very interesting choice would be the new Burson all-in-one product (more at http://www.6moons.com/audioreviews/burson5/1.html) Oh and that site is very good, I´d recommend browsing their reviews, the 32ohm ones are dedicated to headphone audio.

EDIT: if you don´t mind buying used, the Benchmark DAC-1 is quite famous and falls in that price range then too. That said, it has a very, very dry and neutral sound signature and I personally would go for something else as I wasn´t fond of its sound signature at all. 

EDIT 2: With a 500 dollars max budget, I´d definately go separate DAC + AMP. There aren´t that many all-in-one products on the market and it limits your ability to tune the system. With separates you can easily sell parts here on the for sale forums and try out different amps/dacs. In the end hearing the gear yourself is the only way to be sure if you like it.

EDIT 3: Good Schiit review here: http://www.6moons.com/audioreviews/schiit/1.html. Oh and no problem, glad to help! These forums helped me a lot when I got into headphone audio, so I´m just trying to pass along the good work :)

The problem with Audio-gd ACSS gear is that to maximize them you´ll need to connect the two units via ACSS cables, so you´re locked to their gear (good business plan too!) for the whole combo :) The problem is that I can´t really think of a good DAC at the 300 dollar range except the NFB-3 by Audio-gd, and if you go that route it would be optimal synergy wise to pair it with the C-2 amplifier that also supports ACSS... Maybe someone else here knows a good DAC to match the Schiit at that price range though? I think it´s just a matter of time before Schiit make a DAC too, but until then it´s a bit hard to pair easily. Maybe check the long threads on their products here if someone has an idea for a DAC in that price range? Or maybe I´m just being too OCD about using the NFB-3 with the normal RCA output :) 

The only other dedicated DAC in that price range that comes to my mind is the Little Dot DAC-1, check http://www.littledot.net/forum/viewtopic.php?f=9&t=818&sid=298873f6ec70e200f253137827898657. But it uses the pretty cheap budget Wolfson chips compared to the high end ones in the same price Audio-gd NFB-3...

Audio-gd gear can be purchased from the US via the local reseller, Pacific Valve. Check http://www.pacificvalve.us. But they don´t seem to have the NFB-3, and the C2 costs more there than directly ordered (assuming there aren´t any customs). Then they´ll take of warranty and support issues - otherwise you´ll need to ship gear back to China. It´s the tradeback of the great value in Audio-gd gear...