I might as well mention my personal turning point in my headphone journey.
Not too long ago, I got a Stax SR-202 + SRM-212, thinking that it would surpass my Normal bias SR-Lambda (rebuilt drivers, though) + SRD-7/SB + Onkyo TX-SV515PRO receiver in sound quality. I mean, newer Stax hardware that's incorporated what they've learned over the past few decades must be better, right?
It didn't turn out that way. I just didn't enjoy the sound as much. Something about the SR-Lambda's delivery of vocals just stood out, had this delightful presence without compromising the rest of the music, and it could deliver detail without a "harsh" or "grainy" quality to the overall sound, for lack of better descriptions. Also, I didn't like the higher clamping force of Nova series-style headbands as much.
I still use and enjoy that Lambda, though this particular set having rebuilt drivers with thicker diaphragms makes me wonder what a stock SR-Lambda with Stax-spec drivers sounds like. But other than that, I don't feel like taking more financial risks on headphones I may not like as much. The SR-Lambda has the sound I want AND the comfort to enjoy it for hours on end, and it's not nearly as bank-busting as most electrostatic sets, which gives me added incentive to stick to it.
Still, had I not bought that SR-202, I don't think I would have realized just how ideal that old SR-Lambda's sound presentation is to me, and how hard it is for people to find equipment that suits their personal sound signature preferences. Many people here have gone through far more headphones and spent far more money than I have, and they still haven't found the one for them.
However, this still hasn't quelled my curiosity on the numerous other headphone systems I've heard good things about, and that's probably why there won't ever be an end-game setup for some people; there are too many unknowns on what's out there, and they won't rest until they know every single thing there is to audio in general, no matter the cost.