I made my decision. I'm going with the GR06, following eke's advice. I was thinking about the RE262, but it's better to explore something more cheap before. (Indeed in the future I will try also the Ety HF5 sponsored by Jim)
I read that the impedance of the GR06 is 24ohm. when I'm home I use a fiio e10, so it won't be a problem. But when I'm out, i will use my glorious 2nd generation iPod Nano (that I'm planning to change with a sansa clip). Do I need a portable amp? I saw good reviews on the Fiio E7 and E11. And also I read a comparison between them (I can't remember who wrote it, but was on head-fi).
Any advice on that? (it must be under 100$)