Amping has nothing to do with controlled bass or clearer mid-range. It has to do with distortion, noise, phase, and volume, among other things not related to frequency response. Any good amp should have a flat frequency response. All of these things can contribute to increased clarity, but you hit a ceiling very early on where there are no improvements. I wouldn't believe anything anyone says about vast improvements after amping.
The "veil" you describe on the D2000 could be driver resonance caused by the low electrical damping factor of the Denon's low impedance (25 ohms) and the STX's high output impedance (10 ohms). Or it's just the headphones.
The gain setting doesn't matter, the ohm values are just recommendations and completely ignore the more important aspect of headphone sensitivity. Use whatever gets you enough volume. The only thing it does is increase volume (technically the low settings reduce voltage). Low gain settings might have less distortion.
ASIO and WASAPI should sound exactly the same for playback if they're both set up properly. If you hear a difference, then one of them's not actually working bit-perfect, or you're imagining things (not at all something to be ashamed of when it comes to audio, audiophiles imagine things all the time).
Edited by Head Injury - 1/11/12 at 11:38am