Possibly more damping factor and less ringing from borderline oscillation, less distortion / no clipping if cranking up the volume? This is if "expensive" is taken to mean "better" in the traditional high-fidelity sense. It's hard to guess what other people hear.
Ha ha, that's it. Seriously though, it's basically giving the headphone the ability to show the listener what it can really do. Though, that doesn't mean one needs to spend an arm and a leg to get it either. Excellent affordable amps like the Matrix M-stage or the O2, can give the user a very similar effect.
Edited by Digital-Pride - 10/31/11 at 10:28am