If the Vali is anything like my tube amp, you may find the Annie's taking the lead in musicality. Then again, the Sennheiser sound may be just more your preference, and that's totally fine too.
If you get the Vali, you'll probably like the effect with the HD598, but despite the cost you may find it hard to resist the Annies on the same setup with the amp. AKGs really seem to reveal differences in amps, the sennheisers I've heard tend to gloss over the differences and impart their sound signature.
I've never heard proper mid-fi Sennheisers before (I had the RS116 wireless headphones before, which I passed along to my sister and they definitely did not sound anything like the HD598) and I'm liking them so far, especially for the price I paid. Apparently they're supposed to sound even better after burn in... and I've only listened to them for less than 10 hours since I got them. I'm hoping the Vali will make my Annies even more musical and enjoyable because while the HD598 are quite comfortable for my big head, the Annies are still better comfort wise. Might be a while before I get the Vali though... I went a little bit crazy with BF shopping and the Vali while for sale, isn't on sale.