Have you looked into any IEM's?  I don't feel that I've had enough experience with different brands to recommend a particular one, but they can be a more economical answer and still give a great listening experience.

I'm new to the Head-Fi community but have a driving thirst for sound perfection.  Just to start this addiction, I ordered a pair of Audio Technica's ATH-M50 and also a Sennheiser cx 300 B.  It seems that the M50's are well rounded phones and the Senns were only $25.   My real question is...