I currently have the AD700 and they lack some bass definitely.  But are still amazing headphones and sound ridiculously good.
 
I have a budget of $220 and don't know whether I should buy the HD 595 or something. 
 
 
Here are my options
 
a) HD 595 or similar headphone - unamped
b) new sound card (I'm on my mobos card, it already sounds really good but can it get better)
 
- Auzentech Bravura (I haven't looked at Auzentech's cards since last January, if they have a newer model let me know) or Xonar STX - both have onboard headphone amp
 
 
 
The more money I save the better.

Not sure how much bass the AD700's have, but although the HD595's can produce some clean bass (for their price), they're not well-endowed quantity-wise.  If nobody suggests other cans, I'd say keep the AD700's for now and save up for something higher bracket.
 
Neither cans absolutely need a headphone amp, thus you can look at some cheaper Xonar sound cards (see Xonar D1/DX or Xonar DG).  If you're looking to buy some higher-end cans (e.g. HD650, DT880) in the future, then you could invest in the Xonar STX.  If you have an Intel HD audio integrated chipset, don't let the enthusiasts bend you over with the notion that it sounds completely dire compared to a separate sound card - it really isn't that bad!
 
I think that's quite a bit of money saved then

I may want to get the card if it will be better by maybe at least 15-20%. Yeah my integrated chipset right now does sound good, although I've never used any headphones on a separate card. I've also never tried any pair of headphones amped. So I won't know what they really sound like to compare. You say the Intel HD chipset isn't "that bad" but is it good?

Yeah, imo, it would be a 10% increase at most.  The harder the cans are to drive, the bigger the percentage difference will be when upgrading from Intel HD to a dedicated sound card.  Very little difference on my HD595's anyway.
 
But it's up to your plans and your budget.  If you're looking for a good set of cans (i.e. HD6X0, DT880), then it might be worth upgrading your Intel HD to either a Xonar Essence STX or a dedicated DAC + Amp.  That way, you'll have a future-proof system, and when the time comes to get some cans, you can evaluate the best value or best fitting cans for you (if new models come out).
 
Remember that "good" is always relative, and therefore has a comparative usage.  When I say "isn't that bad", I'm saying that the small gap between the SQ of the Intel HD, and something like a Xonar D1 isn't that big.  It is good compared to the old integrated chip sets, and relatively bad compared to a sound card from the Xonar series.  Can I call it a "good" card?  Depends what perspective you look at it.

I am so glad I found this thread. I am getting ready to make my first higher quality headphone purchase. I've been listening on just regular iPod earbuds my entire life and finally ready to move up. If i'm reading this correctly, you say that if I run a pair of AD700's off an Intel HD intergrated chip set (white macbook) I'll be okay? I already upwards of 100gb's of FLAC and Loseless encoded music (been preparing for this purchase for a month or so now ha), just making sure my comp will be able to push them!

I wouldn't recommend the HD595.  If you want good at that price level, get the 32 Ohm Beyerdynamic DT880.  The HD595 do not benefit from an amp.

Denon d2000's.  Blissful bass while still sounding  detailed

I recently had a pair of AD700s, which I ended up returning and replacing with HD595s.  I liked the sound of the AD700s a great deal (I found its "sparkle" / treble very appealing, soundstage/positioning was great, and I felt its bass response was adequate if not visceral).  They were also quite comfortable, if a bit loose-feeling.  But due either to a defect in my pair of headphones, or an artifact of how they fit on my head, I couldn't achieve a good volume balance between the left and right sides -- this got so irritating, I had to get rid of them.  I've only had the HD595s for a few days, but my initial impression is very favorable.  The sound is a bit different from the AD700s (at a glance, there is somewhat less treble, similar soundstage/positioning, a bit more bass).  These seem to agree with my head/ear shape+size much better than the AD700s, as the fit feels much better and I get good volume balance.  In the end, I'm quite happy with the change. 
I should note that I was able to get the HD595s at their lowest recent price on Amazon, so the cost difference was only ~$20 from what I paid for the AD700s.  I feel these two cans are very well-matched/competitive when the price is that close.  As the price difference grows (i.e. HD595 goes back up), I tend to feel that the AD700s are probably a slightly better value.