Yeah...for me, I've found that I don't have to go too far beyond the koss porta pros or the sennheiser px models to get the perfect sound. I do have a pair of V6's on hand for watching movies or transcribing, but the smaller portables are perfect for just enjoying stuff.
I've tried and very breifly owned some much much more expensive headphones (and I do have an amplifier), but the sound wasn't better ENOUGH to justify the huge amount of money it was compared to the small price tag of something like the headphones I've mentioned.
I even tried out the hd 25s and I still prefer the PX 200 IIs to them.