I own the Shure Se535, Grado 225i and Denon D7000.
I use the se535 with an mp3 player and the Grados and Denons through my Adcom preamp/Marantz CD63 which sounds good.
I have wanted to buy just one portable product that I could easily connect between an mp3 player/ laptop - and any of the three headphones listed. The Shures already sound good with an mp3 player/laptop but the Grados sounds horrible through an mp3 player. It sounds thin, harsh, shrill highs. The Denons through an mp3 player just has too much bass - thick and bloated.
I considered trying the Audioquest Dragonfly but its only useful for laptops, and I would be willing to spend more for a better product.
I listen to rock and pop with female vocalists (nina gorgon, Amanda Marshall, Joan Osbourne etc.)