I'd recommend reading about the technical aspects, starting with output impedance of sources
So much of this stuff is not measured or verified at all, yet costs hundreds or thousands of dollars. looking at frequency response graphs of a phone is a good idea too.
as for phones. I would listen to stuff first. If not, just gamble on some stuff that's not so expensive. I've heard most of the expensive stuff and I really think it's more about subjective preferences than anything. Even phones that cost multiple thousands of dollars can have serious flaws. Some of my favorites are Yamaha Pro 400, AKG 550, Amperior, SR-60, K701, and AKG 240. Also depends a lot on your source recordings. A lot of music has so much compression, static, harshness, clipping, etc, that there isn't much point in spending a lot of money on stuff to play it on.