Although I haven't bought headphones from him, Jan Meier of Meier-Audio.com has been excellent. I've bought a couple of amps from him.
The only complaint (from my perspective) is he is in Germany so it takes a while for delivery (about 2 weeks to the US). However, his prices on Sennheiser's can't be beat unless you're talking used. Even then I think his new ones would compete! ($220 for HD600s new).
Headroom has a lot of great reviews and they hang out here as does Jan. Doubt you could go wrong with either of them.
I just bought a pair of AKG K-501s from musiciansfriend.com while they were on sale. I would recommend them but they don't carry much in the way of good headphones. The 501s and the MDR-7506 is probably the majority of thier good headphone stock.
Now that the 501s aren't on sale there anymore, I'd get them from headroom.