Actually, the Sennheiser HD595s need to be amplified like the Clip+/Arrow combo does (though it sounds a bit small compared to the home system headphone out jack). The SGSII sounds even tinier on the HD595s, but they do indeed sound more accurate than the Clip/Arrow combo. It's akin to more depth of tone with instruments and voices seeming more realistic.
I'd say (and have said) that my SGSII is a great match with my Shure SE535 IEMs. I love the crisp (cute) cymbals and bells sounds. I can (almost) feel cymbals being struck (or tapped) by something (rather than overly sparkly and piercing yet unrealistic and thin). Despite the bad press the SGSII gets around here, I actually think it is an evolutionary step in the right direction in cellphone stereo sound (noise issues notwithstanding).
The SGSII is the only portable source (I own) where I can really hear a distinct different between my Shure E5c and my SE535 (which are essentially the same flagship model with extra driver for the newer 535s). It is uncanny how the sound-stage widens with background singers moving a little farther out (beyond my ears) on the SE535 and the lead singer seeming a little more isolated in the middle of my head. Everything is more crisp/clear with the SGSII /SE535 combo. I use to go back and forth using my HTC HD2 (with PowerAMP or PlayerPro) and all I noticed was the E5c had a slight bass weighted signature (otherwise E5cs and SE535s were the same). I noticed the same non-distinction with the Clip/Cowon/iPhone/iPod.
Using the SGSII, I hear stereo effects that I never noticed before. I can hear volume changes in background effects (or singing) in songs that I never noticed before. I can hear sound effects coming across the middle (or circling with depth) more distinctly than ever.
And sure, I definitely agree about making one's own ears happy, but there is something else afoot here as well. I think there is definitely something to be said for headphone/source matching. If all I did was plug my Sennheiser IE8s to my SGSII, I would be on the bandwagon that the SGSII sounds like crap.