The first bit of advice is to post in the most appropriate forum ;-) Maybe the Members' Lounge would get you a bigger response to this kind of question.
But on a more practical level, probably the best thing you can do is go to a meet - see the meets forum for what's going on. You might have to wait a while for one to turn up in your area, or be prepared to travel.
Failing that, try one of the national hifi shows, or get to know a friendly hifi dealer that's prepared to let you borrow stuff to try at home (once upon a time, this was the only way to get into proper hifi).
Or trawl through the forums to get a consensus view of the what's frequently recommended that has the type of sound signature you prefer. E.g.Grado headphones for an up front sound, or Sennheiser for a more a more laid back sound. But as you've probably already spotted, nobody agrees on anything. It's just like that, but don't worry, you'll get used to it :o)