I have two cheap in ear monitors, a skullcandy inked $9, and a philips 3590 $11, a heavily, to the point of vulgarity, modded he-400 (silver furutech cable makes sound higher resolution, a bit under a stax sr-5, and modded so there is more air and less damping space to increase openness of sound, and with no earpads the ear is closer and headphone lighter), an sr-5 modded (took out all damping and removed outer baffle wire mesh and drilled open the inner plate to expose more open surface between the driver and ear, with the driver's dust covers removed, four per driver, to increase resolution and bass), and an a900x (inner foam and tape removed, earpads removed and replaced with a soft cloth cut to fit the circular area left behind, glued to the cup on one side). The a900x's sound signature got better to me, because now there are fewer filters/places of distortion between driver and ear, and I can feel and hear sub-bass that surpasses my he 400 (both when it was and wasn't modded).
Soundstage comes from resolution of detail (simultaneous sounds, like your breathing and foosteps in the distance) and frequency response (the distortion in real life that comes from distance, reonsating space, and physical obstruction).
Detail comes from a pure cable, fewer attachments (like detachable cable), smaller driver mass (like the mylar on hifimans), stronger and more uniform force at the same decibel (through permendur circuits in ad2000x, or more magnetic mass per driver like he 500, compared to he-400), less obstruction between ear and transducer (the thing that converts audio into sound), and less damping (so the membrane that produces the sound can extend completely as the audio says to, nonwithstanding the inherent limits in driver design's own distortion, such as its own mass, and the frequency response tailored by the engineer), a view in contrast to more damping/modding (say with the fostex tr50p, with damping something that, after a lot of experimenting, I don't like).
Frequencies increase and decrease with distance from driver to head. Higher frequency carries farther. Muddied sound, which does have more bass, happens due to reflection,obstruction, and absorption of soundwaves, like when putting on a pad that blocks part of the driver. In the a900x, there is space between pad and housing that soundwaves do get into. This space also increases needed amperage to get to pleasurably audible levels. Because of the pad and space, the already colored sound of the driver undergoes further coloring as per increase in volume, which is even less linear than the principle I stated in the first sentence above. There are some peaks and valleys and sounds odd, unnatural. Better dynamic contrast with the music's own dynamics change at both lower and higher frequency, as linearly per individual instruments/voices and their respective timbres (which have their own different pitches) is what you want.
My references to correct sound are my he400, sr5, and skullcandies. The modded he-400 is my favorite, but I'm waiting for a new cable, because the oem one broke one side and the replacement broke on one side too. So, for reliability, which is far as good/bad as my stax, I don't recommend the he 500 (and the weight if you wear the pads. Though it sounds more neutral (read, extended and linear in dynamic increase) than the he400, the 400 sounds more open, because the magnet array is smaller and obstructs the driver less. The he-6 gets over this by producing a faster response with a thinner membrane, but the gold (the he400 is aluminum) slows it down, making have more of the punch of stiff dynamic drivers (like our a900x), but also faster response of orthodynamic magnet arrays. The modded he400 sound is open. The sr-5 sound is open, more open sounding to the point of the unnatural but pleasurable ethereal, where the sound starts gently, ramps up, then gently slows down, so it more romantic and airy (also because the higher frequencies are so more apparent, and not overwhelming, as when you eq only higher frequencies, or when, say, because I play trumpet, the player blasts which produces higher overtones, as opposed to playing loud but with a similar composition of frequencies for the timbre.
The skullcandies are clear in that the frequencies are all there. ******* that it has more bass than my he400 ever does/did. So, embarrassing. Resolution is lower, but it feels real in another way, too.
I choose the ad2000X (my next, but that means nothing in final judgment, really, because I don't have it on me yet). Remove the foam and tape on the cup below the pad. Glue on cut out cloth (as thin/comfy as possible, preferably black). It's more reliable. Lighter. And if you find that the metal bands are comfy enough without the pads, you can unscrew the pads out, bend the metal headband to fit, put a cushioning if you like or need, and wear it like that, lighter. It has more extension than the he 400.
The feeling of audio discomfort comes from severe coloring from pad/resonating cavity geometry and damping, mostly. The final part comes from the driver itself. That final bit, alone, is tolerable.
The ad2000x has a bigger soundstage because there is less obstruction. It is more positional due to the pad (a la sennheiser hd800, conventional headphone soundstage king (arguably, the abyss-1266 does better, but only because of its speed and lower frequencies) , although that's due to geometry, since the pad has a larger diameter.
But soundstage, in terms of picking instruments in space, is part of it. The other part is how big the room is, so resonance. There is a psychological feeling of being in too big a space or too small. Being stuck next to someone in a small room amplifies those high frequencies, which I think is what is happening with you and the a900x, so try it without the pads. A similar thing happens with the he400 and brothers. What you get without pads is an odd variation on small roominess. If you have removed enough damping, then the sound is clearer, closer, with distance cues from increased resolution. If not, the sound muddies. Not an accurately created smaller room, but it feels smaller, because of some of the sound cues, the one being reverb-like muddiness.
There is much talk about amping headphones. I have an odac/o2 from Jds Labs, and an srd6 driver for stax headphones. It's a bit much for me. I don't like lugging things around. So, for convenience and durability, the ad2000 also stands out there.
It's said that orthos are faster than dyanmics. It's true in that my he 400 sounds a lot like my stax, more than my a900x. But a headfi poster here has said that ad2000x sound like his lambdas, which are a more modern version of my sr5 dated from the 70s.
Stax headphones are famous for sounding open. Their kind of open is one that sounds fluffy in those microscopic (many a small fraction of a second) starts and stops, gentle, and detailed, the most of all those I own, but compared to the 400, fewer than ten percent.
It's all about pleasure in this hobby. And then when posting or reading, it's about ego. And when cynical, it's about saving money and getting on with life. The most expensive I've tried is the grado ps1000, about 2k new, now around 1.4k. More detailed in sound pulses than the stax, but marginally and in a different flavor, due to missing some frequencies.
As for other suggestions to fill your needs at the same price or more, I don't really have any. I don't care for the higher ones. Audeze. Or newer companies and smaller ones. Final Design. Or the competitors. Beyerdynamic, AKG, Sennheiser, Fostex, Dennon. Or closed cans, due to coloring.
I may never reply again. . .
As a side note, team fortress 2 on the stax is crazy in detail. So many things happening.