I have had the chance before to compare "burned-in" headphones to brand new, or at newer in-store versions of the same headphone, and I usually hear at least a slight difference, though its not always huge. It's really big with the Grados though.
Also, I know it's a bit late to the party, but in terms of music, I found a newish artist called Nick Waterhouse who sounds really excellent on Grados! Check out his "Holly" album. Really cool mix of blues, little jazz, some funk, and rockabilly. Very vintage sound, and he does everything analog with old ribbon mics and stuff. Really awesome retro sound, bit like JD McPherson.