Agreed with everything said about EQ making a big difference. I actually don't use a single sweep, but an application that lets me move a slider between frequencies how fast or slow I want. It's in the headphone EQ thread linked earlier. Another interesting thing to note is that I made my curve in the E-MU 0404 mixer which has a very customizable EQ... but it's not graphical at all. Annoying, but forces me to listen better, I think. It does offer an interesting option though - I can route foobar's ASIO output to two separate ASIO channels and give each one it's own EQ effects. I have corrected my own ear problems this way (my right ear has a MASSIVE spike at 7200 hz that doesn't exist in the left one... no idea why)
From my experience, it's a difficult process to get completely right. It will take time to learn what sounds "right." I recently switched from DT-880 to 990 (I believed the semi-closed aspect of it was causing harmonics in 500 hz range) and had to re-do my EQ from scratch. Took much less time as I have gotten better at it, but even then I reached a point where the sine sweep sounded fine but music sounded awful. It turned out to be a general tonal balance issue (lows/mids/highs). A rule of thumb I use for myself is that higher frequencies tend to sound louder than they are. They have more energy, you could say. So a sweep from low to high will sound as if its gradually getting a little louder, but if you pick a point (like say, 1khz) and switch back and forth from another point, they should sound the same volume for the most part. But the sweep can potentially sound misleading. Again, just from my experiences... 