Anything done to change any frequency's relative amplitude is EQ. Sometimes you EQ by changing headphones, other times you use an actual EQ. If you have a headphone (or speaker) that is "generally pretty nice, with a small flaw" a small amount of EQ can provide an outstanding benefit particularly if a "nicer" headphone would be cost prohibitive or simply unobtainable. EQ gets a bad rap because it is more commonly used to improve crappy headphones/speakers to "acceptable" levels. Id agree you cant polish a turd, but its not the EQ that sucks, its the sucky speakers/headphones most people try (and fail) to fix with it.
Now that that's out there I would certainly advocate the tasteful use of EQ.
Probably the cleanest way is to do it digitally. Knocking a given range down a few DB in the digital domain is really very benign. Most portable players offer a suitable EQ (you dont need much control, even a 5-band graphic EQ should be adequate) so I'd start there.
If you want to EQ passively, your in for a wild ride. There are only a few contrived advantages to an analog EQ, and its really just a pain in the butt.
To set up an analog EQ for headphones I would start with a digital EQ to figure out exactly what you want to do. Most likely you will be able to achieve what you work out there with a simple shelf filter made with a small cap in parallel with a resistor. That cap/resistor network goes in series with the headphones and taa-dah!
If EQ really isn't an option just get different headphones.